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	param	t-stat
$ω$	0.0016	0.02
$α$	0.0000	0.00
$β$	0.8931	0.18
$γ$	0.0000	0.00

V-Lab

Pgim Corporate BD 0-5 YR ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pgim Corporate BD 0-5 YR ETF Analyses