Nuveen Aa-Bbb CLO ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.98% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 5.74 | |
| 0.6125 | 7.47 | |
| 0.5354 | 16.50 | |
| -0.2958 | -3.96 |
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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