Vaneck CLO ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.85% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6862 | 4.16 | |
| 0.1837 | 2.07 | |
| 0.4515 | 3.23 | |
| 1.9132 | 0.26 | |
| -6.0020 | -0.47 | |
| 13.8237 | 1.49 | |
| -17.8149 | -3.09 | |
| 10.0275 | 2.18 | |
| 5.1112 | 1.25 | |
| -16.3749 | -3.27 | |
| 12.5132 | 2.38 |
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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