First Trust AAA CMBS ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.33% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 10.20 | |
| 0.0676 | 2.28 | |
| 0.7103 | 8.92 | |
| 7.4480 | 0.34 |
Estimation Period:
Feb 28, 2024 to Feb 13, 2026
Feb 28, 2024 to Feb 13, 2026
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