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	param	t-stat
$ω$	1.5658	6.06
$α$	0.4031	2.74
$β$	0.1753	1.53
$γ_{1}$	0.2333	3.93

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PGIM Floating Rate Income ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.66% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM Floating Rate Income ETF Analyses