Bondbloxx Privt Crdt CLO ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.25% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2013 | -7.73 | |
| 0.2834 | 9.06 | |
| 0.9136 | 79.40 | |
| -0.1076 | -3.50 |
Estimation Period:
Dec 3, 2024 to Feb 6, 2026
Dec 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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