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V-Lab

Pgim High Yield BND Fund Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.38% (-0.92%)
Analysis last updated: Friday, February 13, 2026 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pgim High Yield BND Fund Inc S0GARCH
paramt-stat
ω0.63084.16
α0.20016.12
β0.704916.84
γ1-1.4509-2.40
γ22.33042.63
γ3-1.4620-2.53
γ40.53211.04
γ50.78311.73
γ6-1.3884-2.89
γ71.31872.72
γ8-1.4643-3.05
γ91.15342.72
γ10-0.3605-1.38
Estimation Period:
Apr 27, 2012 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts