First Trust Securitized Plus ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.52% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1401 | 1.44 | |
| 0.1171 | 6.84 | |
| 0.8828 | 51.65 | |
| -0.2919 | -2.79 |
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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