TCW AAA CLO ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.93% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2063 | 1.55 | |
| 0.0682 | 15.56 | |
| 0.9437 | 24.05 | |
| 2.0186 | 188.67 |
Estimation Period:
Nov 18, 2024 to Feb 6, 2026
Nov 18, 2024 to Feb 6, 2026
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