First Trust Securitized Plus ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.34% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 9.85 | |
| 0.0553 | 33.58 | |
| 0.9978 | 2,222.18 | |
| 6.8634 | 12.44 |
Estimation Period:
Apr 30, 2020 to Feb 13, 2026
Apr 30, 2020 to Feb 13, 2026
Other First Trust Securitized Plus ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs