First Trust Germany AlphaDEX Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.62% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 2.35 | |
| 0.1012 | 5.26 | |
| 0.9644 | 261.43 | |
| -0.0972 | -11.39 |
Estimation Period:
Feb 20, 2012 to Feb 6, 2026
Feb 20, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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