Pgim Corporate BD 0-5 YR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.17% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1527 | 1.61 | |
| 0.0000 | 0.00 | |
| 0.8727 | 1.71 | |
| 5.1820 | 0.37 |
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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