Alternative Access First Priority CLO Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.35% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 5.11 | |
| 0.0511 | 6.61 | |
| 0.9382 | 150.42 | |
| 0.0215 | 0.94 |
Estimation Period:
Sep 9, 2020 to Feb 13, 2026
Sep 9, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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