First Trust Mid Cap Value AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.14% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2772 | 6.91 | |
| 0.0972 | 6.56 | |
| 0.8724 | 48.68 | |
| 0.0448 | 4.32 | |
| -0.0673 | -3.31 |
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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