First Trust Japan AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.16% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 18.63 | |
| 0.0472 | 7.76 | |
| 0.8675 | 188.78 | |
| 0.0951 | 8.00 |
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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