Bondbloxx Privt Crdt CLO ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.62% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1169 | 4.66 | |
| 0.1308 | 16.53 | |
| 0.9753 | 171.77 | |
| 4.6060 | 6.73 |
Estimation Period:
Dec 3, 2024 to Feb 6, 2026
Dec 3, 2024 to Feb 6, 2026
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