Pgim AAA CLO ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.99% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 1.84 | |
| 0.0689 | 10.02 | |
| 0.9385 | 29.72 | |
| 2.7300 | 4.43 |
Estimation Period:
Jul 26, 2023 to Feb 6, 2026
Jul 26, 2023 to Feb 6, 2026
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