First Trust AAA CMBS ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.57% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 4.49 | |
| 0.0780 | 5.81 | |
| 0.4514 | 4.12 |
Estimation Period:
Feb 28, 2024 to Feb 6, 2026
Feb 28, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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