iShares AAA CLO Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.00% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 7.76 | |
| 0.2418 | 4.85 | |
| 0.5269 | 14.14 | |
| 0.4627 | 5.54 |
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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