Eldridge BBB-B CLO ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.12% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 4.51 | |
| 0.1696 | 10.74 | |
| 0.8217 | 49.74 |
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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