First Trust Germany AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.22% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 7.69 | |
| 0.0219 | 2.71 | |
| 0.9011 | 227.83 | |
| 0.0886 | 5.61 |
Estimation Period:
Feb 20, 2012 to Feb 13, 2026
Feb 20, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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