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V-Lab

Pgim High Yield BND Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.20% (+1.19%)
Analysis last updated: Thursday, February 12, 2026 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pgim High Yield BND Fund Inc SGARCH
paramt-stat
ω0.61064.16
α0.19436.40
β0.707716.83
γ1-1.4996-2.51
γ22.40522.75
γ3-1.5050-2.65
γ40.55591.10
γ50.78031.74
γ6-1.4139-2.98
γ71.39812.92
γ8-1.6542-3.40
γ91.59503.15
γ10-1.4416-1.93
Estimation Period:
Apr 27, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts