Pgim Corporat BD 5-10 YR ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:3.85% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.5249 | -2.45 | |
| -0.0394 | -1.33 | |
| 0.8166 | 10.64 | |
| 0.0129 | 0.30 |
Estimation Period:
Aug 1, 2025 to Jan 23, 2026
Aug 1, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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