Pgim Corporate BD 0-5 YR ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.80% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 0.55 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.3429 | 3,429,000.00 |
Estimation Period:
Aug 1, 2025 to Feb 6, 2026
Aug 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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