iShares AAA CLO Active ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.07% (+5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 12.42 | |
| 0.7602 | 9.37 | |
| 0.4876 | 17.89 | |
| 0.0267 | 8.75 |
Estimation Period:
Jan 12, 2023 to Feb 6, 2026
Jan 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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