First Trust United Kingdom AlphaDEX Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.06% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4458 | 4.29 | |
| 0.1282 | 6.14 | |
| 0.8065 | 33.34 | |
| 0.4445 | 2.75 | |
| -0.7162 | -3.01 | |
| 0.5363 | 3.43 | |
| -0.4236 | -2.70 | |
| 0.1615 | 1.02 | |
| 0.0247 | 0.22 |
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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