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	param	t-stat
$ω$	1.6749	4.86
$α$	0.2764	2.75
$β$	0.0000	0.00
$γ_{1}$	-11.4256	-1.29
$γ_{2}$	21.5055	1.53
$γ_{3}$	-17.0238	-1.82
$γ_{4}$	15.0070	2.04
$γ_{5}$	-16.4901	-2.21
$γ_{6}$	26.6688	2.49
$γ_{7}$	-39.6823	-2.46
$γ_{8}$	30.4509	1.85
$γ_{9}$	-9.7053	-0.96

V-Lab

iShares AAA CLO Active ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.13% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares AAA CLO Active ETF Analyses