First Trust Japan AlphaDEX Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.19% (+19.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0404 | 403,510.00 | |
| -0.0807 | -806,820.00 | |
| 1.0074 | 12.72 | |
| 0.2076 | 13.48 | |
| 0.0000 | 0.00 |
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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