First Trust Germany AlphaDEX Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.16% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0296 | 7.32 | |
| 0.8577 | 190.86 | |
| 0.1131 | 18.00 | |
| 0.6129 | 0.65 | |
| 0.6022 | 0.69 | |
| 0.0000 | 0.00 |
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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