First Trust Mid Cap Core AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.90% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2364 | 8.89 | |
| 0.1118 | 8.61 | |
| 0.8605 | 59.51 | |
| 0.0081 | 4.03 |
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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