Eldridge BBB-B CLO ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.04% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 2.68 | |
| 0.1146 | 28.04 | |
| 0.9709 | 96.89 | |
| 2.6574 | 22.55 |
Estimation Period:
Jan 24, 2023 to Feb 13, 2026
Jan 24, 2023 to Feb 13, 2026
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