Nuveen Aa-Bbb CLO ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.82% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 4.22 | |
| 0.2001 | 14.90 | |
| 0.7999 | 61.89 | |
| -0.0798 | -0.72 | |
| 0.7376 | 9.78 |
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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