Vaneck CLO ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.45% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 8.58 | |
| 0.1502 | 5.61 | |
| 0.6403 | 29.60 | |
| 0.2339 | 2.38 |
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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