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	param	t-stat
$ω$	0.0224	2.57
$α$	0.0370	6.41
$β$	0.9758	123.36
$ν$	2.7275	6.83

V-Lab

Pgim Corporate BD 0-5 YR ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pgim Corporate BD 0-5 YR ETF Analyses