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	param	t-stat
$ω$	0.9548	9.59
$α$	0.0782	1.49
$β$	0.4368	0.98
$γ_{1}$	-0.0296	-0.46

V-Lab

First Trust AAA CMBS ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.64% (+0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust AAA CMBS ETF Analyses