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	param	t-stat
$ω$	0.8931	7.79
$α$	0.0949	1.64
$β$	0.0000	0.00
$γ_{1}$	-0.2622	-1.07

V-Lab

First Trust AAA CMBS ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.93% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Trust AAA CMBS ETF Analyses