Vaneck Aa-Bb CLO ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.49% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 8.16 | |
| 0.0839 | 2.15 | |
| 0.4978 | 10.00 | |
| 0.4974 | 4.44 |
Estimation Period:
Sep 25, 2024 to Feb 13, 2026
Sep 25, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Vaneck Aa-Bb CLO ETF Analyses
Other GJR-GARCH Analyses on ETFs