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	param	t-stat
$ω$	0.7836	2.58
$α$	0.2258	2.11
$β$	0.1003	0.57
$γ_{1}$	-2.9363	-0.22
$γ_{2}$	4.0132	0.22
$γ_{3}$	0.3344	0.03
$γ_{4}$	-10.4469	-1.19
$γ_{5}$	34.9170	3.07
$γ_{6}$	-58.8159	-3.48
$γ_{7}$	51.9658	2.66
$γ_{8}$	-30.5563	-1.16

V-Lab

Eldridge AAA CLO ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.12% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eldridge AAA CLO ETF Analyses