iShares AAA CLO Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.00% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 2.53 | |
| 0.1216 | 11.17 | |
| 0.9566 | 72.19 | |
| 3.7758 | 4.25 |
Estimation Period:
Jan 12, 2023 to Feb 6, 2026
Jan 12, 2023 to Feb 6, 2026
Other iShares AAA CLO Active ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs