First Trust United Kingdom AlphaDEX Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.55% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 8.25 | |
| 0.2250 | 19.51 | |
| 0.9589 | 363.79 | |
| -0.1043 | -11.23 |
Estimation Period:
Feb 27, 2012 to Feb 6, 2026
Feb 27, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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