First Trust Mid Cap Value AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.76% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 10.68 | |
| 0.0166 | 8.00 | |
| 0.9168 | 407.10 | |
| 0.1152 | 17.26 |
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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