Vaneck CLO ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.39% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 4.32 | |
| 0.1020 | 38.70 | |
| 0.9909 | 722.75 | |
| 2.9548 | 28.51 |
Estimation Period:
Jun 23, 2022 to Feb 6, 2026
Jun 23, 2022 to Feb 6, 2026
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