First Trust Japan AlphaDEX Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.95% (+5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4960 | 7.72 | |
| 0.1131 | 5.74 | |
| 0.8345 | 32.99 | |
| 0.0330 | 4.50 | |
| -0.0416 | -4.53 |
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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