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V-Lab

Alternative Access First Priority CLO Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.15% (+0.07%)
Analysis last updated: Tuesday, February 10, 2026 at 10:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Alternative Access First Priority CLO Bond ETF S0GARCH
paramt-stat
ω0.54433.33
α0.17072.84
β0.39392.46
γ1-4.8671-1.55
γ215.71553.04
γ3-19.4591-4.16
γ410.40192.82
γ5-0.6408-0.28
γ6-2.6563-1.20
γ73.54951.35
γ8-4.2001-1.47
γ92.82531.35
Estimation Period:
Sep 9, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts