Eldridge AAA CLO ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.10% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 2.70 | |
| 0.0913 | 13.40 | |
| 0.9661 | 77.75 | |
| 3.6384 | 5.53 |
Estimation Period:
Jul 19, 2023 to Feb 6, 2026
Jul 19, 2023 to Feb 6, 2026
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