PGIM Portfolio Ballast ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.78% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0605 | -1.48 | |
| 0.0912 | 6.37 | |
| 0.9154 | 35.99 | |
| -0.2235 | -8.53 |
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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