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V-Lab

PGIM Portfolio Ballast ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.91% (+1.68%)
Analysis last updated: Saturday, February 7, 2026 at 12:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PGIM Portfolio Ballast ETF S0GARCH
paramt-stat
ω1.13776.25
α0.06651.50
β0.73905.52
γ11.92780.41
γ20.91020.13
γ3-4.0753-0.83
γ40.43560.10
γ57.97061.54
γ6-22.1021-2.60
γ726.83142.75
γ8-15.2572-2.56
Estimation Period:
Dec 26, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts