PGIM Floating Rate Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.05% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 10.08 | |
| 0.2190 | 9.94 | |
| 0.7443 | 35.46 | |
| 3.9891 | 5.64 |
Estimation Period:
May 24, 2022 to Feb 13, 2026
May 24, 2022 to Feb 13, 2026
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