Vaneck Aa-Bb CLO ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.84% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.6613 | -7.71 | |
| 0.2573 | 4.79 | |
| 0.7711 | 28.32 | |
| -0.1647 | -2.03 |
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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