First Trust Large Cap Core AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.90% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 18.01 | |
| 0.0123 | 3.31 | |
| 0.8653 | 255.84 | |
| 0.2000 | 26.48 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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