Eldridge BBB-B CLO ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.03% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1480 | -5.39 | |
| 0.3136 | 16.53 | |
| 0.9368 | 122.16 | |
| -0.1441 | -9.13 |
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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