Reckoner Yield Enhanced AAA CLO ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.57% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0646 | 0.94 | |
| 0.1047 | 1.72 | |
| 0.7580 | 2.88 | |
| 2.1099 | 6.97 |
Estimation Period:
Jul 9, 2025 to Feb 6, 2026
Jul 9, 2025 to Feb 6, 2026
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