Vaneck CLO ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.68% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7260 | 7,259,850.00 | |
| 0.0240 | 240,150.00 | |
| 0.5000 | 5,000,000.00 | |
| 10.0000 | 100,000,000.00 | |
| 0.3000 | 3,000,040.00 | |
| 0.0000 | 100.00 |
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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