Pgim High Yield BND Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.03% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 15.63 | |
| 0.0824 | 12.06 | |
| 0.8352 | 192.74 | |
| 0.1251 | 8.86 |
Estimation Period:
Apr 27, 2012 to Feb 13, 2026
Apr 27, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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