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	param	t-stat
$ω$	1.7710	5.68
$α$	0.4031	2.84
$β$	0.1787	1.66
$γ_{1}$	0.4869	3.46
$γ_{2}$	-0.5514	-2.96

V-Lab

PGIM Floating Rate Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.20% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM Floating Rate Income ETF Analyses