First Trust Mid Cap Value AlphaDEX Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.73% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 3.40 | |
| 0.1228 | 27.47 | |
| 0.9888 | 869.69 | |
| -0.0986 | -28.04 |
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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