PGIM Portfolio Ballast ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.11% (+6.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7500 | 7,500,240.00 | |
| 0.0000 | 440.00 | |
| 0.4999 | 4,998,660.00 | |
| 0.4480 | 4,479,860.00 |
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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