First Trust Germany AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.86% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4050 | 3.29 | |
| 0.0970 | 5.10 | |
| 0.8607 | 38.86 | |
| 0.0347 | 1.42 | |
| -0.0493 | -1.27 |
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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