Alternative Access First Priority CLO Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.39% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5366 | 3.30 | |
| 0.1684 | 2.82 | |
| 0.3963 | 2.45 | |
| -5.0949 | -1.63 | |
| 16.0772 | 3.13 | |
| -19.6827 | -4.24 | |
| 10.5395 | 2.88 | |
| -0.6861 | -0.30 | |
| -2.7196 | -1.21 | |
| 3.7554 | 1.38 | |
| -4.6643 | -1.48 | |
| 3.9796 | 1.10 |
Estimation Period:
Sep 9, 2020 to Feb 6, 2026
Sep 9, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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