Eldridge BBB-B CLO ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.94% (+9.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 4.26 | |
| 0.2883 | 14.49 | |
| 0.7603 | 50.12 | |
| 0.0797 | 8.34 |
Estimation Period:
Jan 24, 2023 to Feb 6, 2026
Jan 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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