Reckoner YLD ENH AAA CLO ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.16% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1578 | -12.88 | |
| -0.2730 | -7.32 | |
| 0.9737 | 8,933.35 | |
| 0.2104 | 5.80 |
Estimation Period:
Jul 9, 2025 to Feb 6, 2026
Jul 9, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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