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Eldridge AAA CLO ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.09% (-0.01%)
Analysis last updated: Thursday, February 12, 2026 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Eldridge AAA CLO ETF S0GARCH
paramt-stat
ω0.88642.37
α0.18222.33
β0.03990.26
γ115.90670.65
γ2-31.8035-0.96
γ333.12272.23
γ4-29.1578-2.34
γ54.09070.29
γ648.26512.24
γ7-86.0458-3.03
γ863.28322.55
γ9-22.3232-1.10
γ108.27160.51
Estimation Period:
Jul 19, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts