First Trust Large Cap Core AlphaDEX Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.70% (+5.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2200 | 7.05 | |
| 0.1365 | 8.52 | |
| 0.8283 | 44.25 | |
| -0.0129 | -1.04 | |
| 0.0352 | 1.84 | |
| -0.0310 | -2.81 |
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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