First Trust Mid Cap Core AlphaDEX Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.02% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0163 | -5.08 | |
| 0.0949 | 42.26 | |
| 0.8822 | 345.81 | |
| 0.8251 | 34.81 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Mid Cap Core AlphaDEX Fund Analyses
Other AGARCH Analyses on ETFs