First Trust Japan AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.77% (+4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3199 | 7.86 | |
| 0.1094 | 5.76 | |
| 0.8424 | 35.65 | |
| 0.0131 | 3.93 |
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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