First Trust Mid Cap Core AlphaDEX Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.83% (+3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8205 | 9.29 | |
| 0.0954 | 28.24 | |
| 0.9834 | 511.66 | |
| 9.3895 | 4.27 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
Other First Trust Mid Cap Core AlphaDEX Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs