First Trust Japan AlphaDEX Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.70% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 4.32 | |
| 0.1417 | 15.81 | |
| 0.9517 | 349.90 | |
| -0.0958 | -12.77 |
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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