Bondbloxx Privt Crdt CLO ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.32% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0258 | 3.06 | |
| 0.1645 | 1.55 | |
| 0.3143 | 0.98 | |
| 40.4309 | 3.39 | |
| -77.1378 | -4.75 | |
| 56.2018 | 4.80 | |
| -22.0457 | -2.55 |
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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