Pgim AAA CLO ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.52% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.77 | |
| 0.0315 | 5.01 | |
| 0.9685 | 140.63 |
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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