Eldridge BBB-B CLO ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.52% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 7.28 | |
| 0.0916 | 6.28 | |
| 0.8091 | 60.56 | |
| 0.1986 | 5.44 |
Estimation Period:
Jan 24, 2023 to Feb 13, 2026
Jan 24, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Eldridge BBB-B CLO ETF Analyses
Other GJR-GARCH Analyses on ETFs