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	param	t-stat
$ω$	0.0012	2.51
$α$	0.1189	6.46
$β$	0.5426	7.59
$γ$	-0.0727	-3.00

V-Lab

Pgim AAA CLO ETF AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.82% (+1.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim AAA CLO ETF Analyses