Pgim High Yield BND Fund Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.11% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6363 | 5.59 | |
| 0.1281 | 29.28 | |
| 0.9807 | 282.96 | |
| 6.0624 | 7.33 |
Estimation Period:
Apr 27, 2012 to Feb 6, 2026
Apr 27, 2012 to Feb 6, 2026
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