Eldridge AAA CLO ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.63% (+3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 8.82 | |
| 0.4196 | 11.19 | |
| 0.4129 | 11.49 | |
| 0.0212 | 2.78 |
Estimation Period:
Jul 19, 2023 to Feb 13, 2026
Jul 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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