First Trust United Kingdom AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.53% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0644 | 16.42 | |
| 0.0485 | 5.20 | |
| 0.8414 | 199.21 | |
| 0.1473 | 9.79 |
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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