Pgim Corporate BD 0-5 YR ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.60% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1823 | -6.57 | |
| -0.3005 | -4.25 | |
| 0.9726 | 952.56 | |
| 0.3212 | 4.48 |
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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