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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.7547	5.47
$β$	0.0595	2.31
$γ$	-0.3686	-1.51
$λ_{1}$	0.0001	0.23
$λ_{2}$	0.0506	1.04
$λ_{3}$	0.9476	8.03

V-Lab

Pgim AAA CLO ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:1.47% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim AAA CLO ETF Analyses