Pgim Municipal Incom OPP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.59% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 8.30 | |
| 0.3186 | 2.82 | |
| 0.6345 | 22.26 | |
| -0.1448 | -1.07 |
Estimation Period:
Jun 28, 2024 to Feb 13, 2026
Jun 28, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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