iShares AAA CLO Active ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.98% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 5.57 | |
| 0.3876 | 6.86 | |
| 0.6124 | 23.04 |
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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