Vaneck CLO ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.68% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1606 | -9.25 | |
| 0.1984 | 10.78 | |
| 0.9528 | 218.04 | |
| -0.0853 | -5.89 |
Estimation Period:
Jun 23, 2022 to Feb 13, 2026
Jun 23, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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