First Trust AAA CMBS ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.30% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 0.78 | |
| 0.0419 | 2.00 | |
| 0.0453 | 0.50 | |
| -0.5326 | -6.25 | |
| 3.0000 | 3.61 |
Estimation Period:
Feb 28, 2024 to Feb 13, 2026
Feb 28, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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