Vaneck Aa-Bb CLO ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.88% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 2.19 | |
| 0.2415 | 9.73 | |
| 0.5430 | 12.39 | |
| 0.1506 | 2.59 |
Estimation Period:
Sep 25, 2024 to Feb 6, 2026
Sep 25, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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