Pgim High Yield BND Fund Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.83% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 16.44 | |
| 0.1753 | 26.84 | |
| 0.8018 | 135.00 |
Estimation Period:
Apr 27, 2012 to Feb 6, 2026
Apr 27, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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