Pgim Corporate BD 0-5 YR ETF EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
1.99%
increased by 0.42%
1 Week
1.90%
increased by 0.33%
1 Month
1.88%
increased by 0.31%
Analysis last updated: Saturday, June 13, 2026 at 02:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -3.8307 | -6.04 | |
| -0.2652 | -5.01 | |
| 0.1033 | 0.70 | |
| -0.0668 | -1.46 |
Estimation Period:
Aug 1, 2025 to Jun 12, 2026
Aug 1, 2025 to Jun 12, 2026
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