First Trust Mid Cap Core AlphaDEX Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.31% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0070 | 2.45 | |
| 0.8695 | 258.40 | |
| 0.1692 | 35.86 | |
| 0.0054 | 6.09 | |
| 0.0293 | 8.74 | |
| 0.9675 | 248.97 |
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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