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	param	t-stat
$ω$	0.0219	2.29
$α$	0.0349	5.98
$β$	0.9741	88.32
$ν$	2.7192	5.76

V-Lab

Pgim Corporate BD 0-5 YR ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pgim Corporate BD 0-5 YR ETF Analyses