First Trust AAA CMBS ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.01% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 7.14 | |
| 0.1691 | 2.59 | |
| 0.0000 | 0.00 | |
| -0.1529 | -2.20 |
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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