PGIM Portfolio Ballast ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.61% (+3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 9.80 | |
| 0.1258 | 6.17 | |
| 0.8134 | 63.05 |
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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