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V-Lab

Alternative Access First Priority CLO Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.39% (+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 SGARCH
paramt-stat
ω0.53663.30
α0.16842.82
β0.39632.45
γ1-5.0949-1.63
γ216.07723.13
γ3-19.6827-4.24
γ410.53952.88
γ5-0.6861-0.30
γ6-2.7196-1.21
γ73.75541.38
γ8-4.6643-1.48
γ93.97961.10
Estimation Period:
Sep 9, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts