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{type} for {date}

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	param	t-stat
$m$	96
$α$	0.5000	7.91
$β$	0.6884	10.24
$γ$	-0.5000	-7.82
$λ_{1}$	0.0307	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

V-Lab

TCW AAA CLO ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.55% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TCW AAA CLO ETF Analyses