Nuveen Aa-Bbb CLO ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.77% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 8.06 | |
| 0.5127 | 9.90 | |
| 0.4873 | 15.83 |
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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