Nuveen Aa-Bbb CLO ETF MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:2.33% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 3.38 | |
| 0.1250 | 5.14 | |
| 0.8146 | 45.52 |
Estimation Period:
Dec 11, 2024 to Feb 13, 2026
Dec 11, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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