Vaneck Aa-Bb CLO ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.72% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 11.29 | |
| 0.2085 | 5.79 | |
| 0.5013 | 8.22 |
Estimation Period:
Sep 25, 2024 to Feb 13, 2026
Sep 25, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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