Eldridge AAA CLO ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.09% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8864 | 2.37 | |
| 0.1822 | 2.33 | |
| 0.0399 | 0.26 | |
| 15.9067 | 0.65 | |
| -31.8035 | -0.96 | |
| 33.1227 | 2.23 | |
| -29.1578 | -2.34 | |
| 4.0907 | 0.29 | |
| 48.2651 | 2.24 | |
| -86.0458 | -3.03 | |
| 63.2832 | 2.55 | |
| -22.3232 | -1.10 | |
| 8.2716 | 0.51 |
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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