Nuveen Aa-Bbb CLO ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.24% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0003 | -0.38 | |
| 0.1269 | 8.18 | |
| 0.8613 | 70.22 | |
| -0.0886 | -3.22 |
Estimation Period:
Dec 11, 2024 to Feb 6, 2026
Dec 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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