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{type} for {date}

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	param	t-stat
$ω$	0.5687	6.41
$α$	0.1719	2.03
$β$	0.4545	2.12
$γ_{1}$	-1.6754	-1.54
$γ_{2}$	4.1774	2.27
$γ_{3}$	-6.1969	-2.56

V-Lab

Pgim AAA CLO ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.25% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim AAA CLO ETF Analyses