Bondbloxx Privt Crdt CLO ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.69% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 6.41 | |
| 0.1461 | 3.93 | |
| 0.7557 | 42.07 | |
| 0.0690 | 0.74 |
Estimation Period:
Dec 3, 2024 to Feb 6, 2026
Dec 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bondbloxx Privt Crdt CLO ETF Analyses
Other GJR-GARCH Analyses on ETFs