PGIM Portfolio Ballast ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.91% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1377 | 6.25 | |
| 0.0665 | 1.50 | |
| 0.7390 | 5.52 | |
| 1.9278 | 0.41 | |
| 0.9102 | 0.13 | |
| -4.0753 | -0.83 | |
| 0.4356 | 0.10 | |
| 7.9706 | 1.54 | |
| -22.1021 | -2.60 | |
| 26.8314 | 2.75 | |
| -15.2572 | -2.56 |
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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