Eldridge AAA CLO ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.46% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 13.79 | |
| 0.1342 | 3.61 | |
| 0.4324 | 17.48 | |
| 0.4979 | 2.55 |
Estimation Period:
Jul 19, 2023 to Feb 6, 2026
Jul 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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