Vaneck Aa-Bb CLO ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.95% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0405 | 0.04 | |
| 0.0431 | 1.46 | |
| -0.0405 | -0.04 | |
| 0.0008 | 0.02 | |
| 1.0000 | 0.05 | |
| 0.0000 | 0.00 |
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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