PGIM Floating Rate Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.26% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 21.03 | |
| 0.2177 | 8.55 | |
| 0.2029 | 9.17 | |
| 0.5690 | 5.57 |
Estimation Period:
May 24, 2022 to Feb 6, 2026
May 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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