First Trust Mid Cap Growth AlphaDEX Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.21% (+7.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2163 | 7.39 | |
| 0.1019 | 6.82 | |
| 0.8515 | 38.87 | |
| 0.0365 | 3.59 | |
| -0.0570 | -2.90 |
Estimation Period:
Apr 20, 2011 to Feb 6, 2026
Apr 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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