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Vaneck Aa-Bb CLO ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.03% (+0.37%)
Analysis last updated: Friday, February 13, 2026 at 11:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Vaneck Aa-Bb CLO ETF SGARCH
paramt-stat
ω0.51082.89
α0.14871.56
β0.00000.00
γ18.77370.10
γ2-47.8142-0.31
γ3157.29851.18
γ4-262.2636-1.91
γ5210.74751.84
γ6-108.5885-1.45
γ7110.84111.69
γ8-126.7755-1.80
γ981.10670.80
Estimation Period:
Sep 25, 2024 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts