Bondbloxx Privt Crdt CLO ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.82% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0463 | 2.99 | |
| 0.1778 | 1.72 | |
| 0.3197 | 1.04 | |
| 41.8663 | 3.37 | |
| -80.5930 | -4.57 | |
| 62.4954 | 3.74 | |
| -38.0880 | -1.29 |
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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