First Trust Japan AlphaDEX Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.04% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 8.80 | |
| 0.0979 | 25.62 | |
| 0.8604 | 192.26 | |
| 0.5588 | 17.64 |
Estimation Period:
Apr 26, 2011 to Feb 6, 2026
Apr 26, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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