First Trust Securitized Plus ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.73% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0852 | 1.44 | |
| 0.1007 | 6.22 | |
| 0.8988 | 55.72 | |
| -0.0725 | -3.23 |
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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