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V-Lab

Palmer Square CLO SR DBT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.67% (-2.23%)
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 SGARCH
paramt-stat
ω2.55131.11
α0.960211.22
β0.00000.00
γ1-22.0508-0.21
γ2-33.4359-0.21
γ3176.76401.81
γ4-281.1430-2.20
γ5256.43381.94
γ6-36.1006-0.31
γ7-184.4596-1.29
γ8220.82331.45
γ9-357.1924-1.82
Estimation Period:
Sep 12, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts