Nuveen Aa-Bbb CLO ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.20% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0133 | 2.36 | |
| 0.8102 | 4.23 | |
| 0.0000 | 0.00 | |
| 165.9527 | 7.30 | |
| -291.9089 | -7.44 | |
| 185.2164 | 5.77 | |
| -72.6440 | -2.33 | |
| 4.9322 | 0.10 |
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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