Nuveen Aa-Bbb CLO ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.03% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.6574 | 59.07 | |
| 0.0000 | 0.22 | |
| -0.5000 | -28.19 | |
| 0.0000 | 0.00 | |
| 0.7850 | 6.80 | |
| 0.0000 | 0.00 |
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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