TCW AAA CLO ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.45% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.4281 | -4.17 | |
| 0.3056 | 9.90 | |
| 0.9033 | 28.49 | |
| 0.3143 | 7.22 |
Estimation Period:
Nov 18, 2024 to Feb 6, 2026
Nov 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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