Pgim Corporate BD 0-5 YR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.55% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.5000 | 63.61 | |
| 0.0000 | 0.00 | |
| -0.5000 | -61.39 | |
| 0.0261 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.2257 | 0.00 |
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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