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Palmer Square CLO SR DBT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.99% (-2.85%)
Analysis last updated: Thursday, February 12, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Palmer Square CLO SR DBT ETF S0GARCH
paramt-stat
ω2.69931.19
α0.966514.61
β0.00000.00
γ1-30.6190-0.30
γ2-18.3751-0.12
γ3166.79171.71
γ4-277.3871-2.15
γ5258.81791.95
γ6-47.5651-0.41
γ7-149.7660-1.07
γ8122.41750.97
γ9-15.1796-0.23
Estimation Period:
Sep 12, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts