Pgim Corporat BD 5-10 YR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:1.67% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.01 | |
| 0.0000 | 0.03 | |
| 0.5000 | 14.02 | |
| 0.0006 | 19.67 | |
| 0.2863 | 10.06 | |
| 0.0000 | 0.00 |
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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