First Trust Securitized Plus ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.01% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0080 | 79,800.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Apr 30, 2020 to Feb 6, 2026
Apr 30, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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