First Trust Mid Cap Growth AlphaDEX Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.83% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 12.57 | |
| 0.0081 | 2.39 | |
| 0.8880 | 230.77 | |
| 0.1444 | 19.46 |
Estimation Period:
Apr 20, 2011 to Feb 6, 2026
Apr 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Mid Cap Growth AlphaDEX Fund Analyses
Other GJR-GARCH Analyses on ETFs