Eldridge AAA CLO ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.28% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2040 | 4.69 | |
| 0.3532 | 8.47 | |
| 0.4666 | 7.54 | |
| 0.0111 | 0.84 | |
| 0.6308 | 1.86 | |
| 0.0000 | 0.00 |
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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