Pgim Corporate BD 0-5 YR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.82% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0129 | 2.37 | |
| 0.0000 | 0.00 | |
| 0.8513 | 1.84 | |
| 0.0331 | 0.01 |
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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