PGIM Floating Rate Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:-0.00% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0236 | 235,780.00 | |
| 0.3136 | 3,135,620.00 | |
| 0.0000 | 100.00 |
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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