Nuveen Aa-Bbb CLO ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.28% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1158 | -5.38 | |
| 0.3667 | 15.65 | |
| 0.9543 | 134.64 | |
| 0.0570 | 2.44 |
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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