First Trust Mid Cap Core AlphaDEX Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.11% (+5.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 19.12 | |
| 0.1107 | 33.84 | |
| 0.8710 | 251.44 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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