PGIM Portfolio Ballast ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.52% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0063 | -2.08 | |
| 0.0919 | 9.97 | |
| 0.8430 | 117.90 | |
| 0.7040 | 16.63 |
Estimation Period:
Dec 26, 2022 to Feb 6, 2026
Dec 26, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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