Pgim High Yield BND Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.20% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6106 | 4.16 | |
| 0.1943 | 6.40 | |
| 0.7077 | 16.83 | |
| -1.4996 | -2.51 | |
| 2.4052 | 2.75 | |
| -1.5050 | -2.65 | |
| 0.5559 | 1.10 | |
| 0.7803 | 1.74 | |
| -1.4139 | -2.98 | |
| 1.3981 | 2.92 | |
| -1.6542 | -3.40 | |
| 1.5950 | 3.15 | |
| -1.4416 | -1.93 |
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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