Vaneck CLO ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.85% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 7.64 | |
| 0.3064 | 13.44 | |
| 0.6181 | 36.22 | |
| 0.0826 | 13.86 |
Estimation Period:
Jun 23, 2022 to Feb 6, 2026
Jun 23, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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