ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	126
$α$	0.0054	2.07
$β$	0.9840	361.08
$γ$	0.0197	5.08
$λ_{1}$	0.0000	0.02
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9990	1,611.35

V-Lab

PGIM Active Aggregate Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.59% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM Active Aggregate Bond ETF Analyses