Alternative Access First Priority CLO Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.15% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5443 | 3.33 | |
| 0.1707 | 2.84 | |
| 0.3939 | 2.46 | |
| -4.8671 | -1.55 | |
| 15.7155 | 3.04 | |
| -19.4591 | -4.16 | |
| 10.4019 | 2.82 | |
| -0.6408 | -0.28 | |
| -2.6563 | -1.20 | |
| 3.5495 | 1.35 | |
| -4.2001 | -1.47 | |
| 2.8253 | 1.35 |
Estimation Period:
Sep 9, 2020 to Feb 6, 2026
Sep 9, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Alternative Access First Priority CLO Bond ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs