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	param	t-stat
$m$	66
$α$	0.1605	15.94
$β$	0.8737	91.68
$γ$	-0.1605	-14.35
$λ_{1}$	0.0522	0.45
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0761	0.04

V-Lab

First Trust AAA CMBS ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.80% (+0.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust AAA CMBS ETF Analyses