Vaneck CLO ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.85% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6783 | 4.20 | |
| 0.1823 | 2.10 | |
| 0.4516 | 3.23 | |
| 1.6105 | 0.23 | |
| -5.3608 | -0.43 | |
| 13.2120 | 1.44 | |
| -17.7176 | -3.10 | |
| 10.8681 | 2.35 | |
| 4.0753 | 0.98 | |
| -17.4992 | -2.83 | |
| 19.3579 | 1.55 |
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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