Pgim AAA CLO ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.08% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -2.2523 | -5.09 | |
| 0.4219 | 10.07 | |
| 0.5512 | 6.36 | |
| 0.1213 | 2.73 |
Estimation Period:
Jul 26, 2023 to Feb 6, 2026
Jul 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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