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	param	t-stat
$ω$	1.8447	5.58
$α$	0.1767	2.49
$β$	0.0000	0.00
$γ_{1}$	-6.6949	-0.80
$γ_{2}$	15.4128	1.16
$γ_{3}$	-15.6319	-1.77
$γ_{4}$	15.7529	2.21
$γ_{5}$	-18.2212	-2.46
$γ_{6}$	28.8512	2.99
$γ_{7}$	-45.0219	-3.05
$γ_{8}$	44.8682	2.46
$γ_{9}$	-48.6877	-2.20

V-Lab

iShares AAA CLO Active ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:0.48% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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