Eldridge BBB-B CLO ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.48% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0182 | 4.22 | |
| 0.8581 | 89.66 | |
| 0.1695 | 12.03 | |
| 0.0375 | 0.17 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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