Vaneck Aa-Bb CLO ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.03% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5108 | 2.89 | |
| 0.1487 | 1.56 | |
| 0.0000 | 0.00 | |
| 8.7737 | 0.10 | |
| -47.8142 | -0.31 | |
| 157.2985 | 1.18 | |
| -262.2636 | -1.91 | |
| 210.7475 | 1.84 | |
| -108.5885 | -1.45 | |
| 110.8411 | 1.69 | |
| -126.7755 | -1.80 | |
| 81.1067 | 0.80 |
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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