First Trust Japan AlphaDEX Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.19% (+3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5953 | 8.29 | |
| 0.0734 | 35.57 | |
| 0.9845 | 425.26 | |
| 4.3710 | 20.88 |
Estimation Period:
Apr 26, 2011 to Feb 6, 2026
Apr 26, 2011 to Feb 6, 2026
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