Pgim Municipal Incom OPP ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.97% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.5207 | -9.68 | |
| 0.4774 | 8.71 | |
| 0.8323 | 47.24 | |
| 0.0669 | 1.39 |
Estimation Period:
Jun 28, 2024 to Feb 6, 2026
Jun 28, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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