Vaneck Aa-Bb CLO ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.07% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0918 | 4.16 | |
| 0.1009 | 27.65 | |
| 0.9794 | 223.92 | |
| 2.2966 | 93.02 |
Estimation Period:
Sep 25, 2024 to Feb 6, 2026
Sep 25, 2024 to Feb 6, 2026
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