First Trust Large Cap Core AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.94% (+5.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3935 | 8.06 | |
| 0.1366 | 8.70 | |
| 0.8317 | 46.14 | |
| 0.0077 | 3.58 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Large Cap Core AlphaDEX Fund Analyses
Other Spline-GARCH Analyses on ETFs