Pgim Corporate BD 0-5 YR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.42% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9834 | 0.02 | |
| 2.3454 | 0.01 |
Estimation Period:
Aug 1, 2025 to Feb 6, 2026
Aug 1, 2025 to Feb 6, 2026
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