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	param	t-stat
$ω$	1.1061	3.78
$α$	0.0000	0.00
$β$	0.9978	9.09
$γ_{1}$	-0.2903	-0.03

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Pgim Corporate BD 0-5 YR ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pgim Corporate BD 0-5 YR ETF Analyses