First Trust Mid Cap Value AlphaDEX Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.59% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0173 | -7.31 | |
| 0.0755 | 33.19 | |
| 0.9115 | 391.52 | |
| 0.7741 | 32.02 |
Estimation Period:
Apr 20, 2011 to Feb 6, 2026
Apr 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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