Pgim Corporate BD 0-5 YR ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.01% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 0.51 | |
| 0.0286 | 1.48 | |
| 0.8468 | 10.31 | |
| -1.0000 | -173.73 | |
| 0.5000 | 0.78 |
Estimation Period:
Aug 1, 2025 to Feb 13, 2026
Aug 1, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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