Pgim Corporate BD 0-5 YR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
3.51%
increased by 0.06%
1 Week
4.20%
increased by 0.75%
1 Month
4.53%
increased by 1.08%
Analysis last updated: Wednesday, June 10, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2139 | 2,139,400.00 | |
| 0.0147 | 147,420.00 | |
| 0.3671 | 3,671,210.00 | |
| 0.0729 | 728,540.00 | |
| 0.1472 | 1,471,600.00 | |
| 0.0275 | 274,910.00 |
Estimation Period:
Aug 1, 2025 to Jun 5, 2026
Aug 1, 2025 to Jun 5, 2026
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