First Trust Large Cap Core AlphaDEX Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.81% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4062 | 9.22 | |
| 0.1140 | 32.77 | |
| 0.9814 | 437.13 | |
| 8.1001 | 6.06 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
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