Eldridge AAA CLO ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.34% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.4419 | -10.49 | |
| 0.5567 | 15.27 | |
| 0.6437 | 20.76 | |
| -0.2350 | -4.86 |
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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