Pgim Corporate BD 0-5 YR ETF GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
1.94%
unchanged at 0.00%
1 Week
1.94%
unchanged at 0.00%
1 Month
1.94%
unchanged at 0.00%
Analysis last updated: Saturday, June 13, 2026 at 02:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.8913 | 0.08 |
Estimation Period:
Aug 1, 2025 to Jun 12, 2026
Aug 1, 2025 to Jun 12, 2026
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