Pgim Short DU Mu-Sec BD ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.73% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0003 | -1.80 | |
| 0.0145 | 5.36 | |
| 0.9446 | 100.73 | |
| -0.2469 | -17.76 |
Estimation Period:
Jul 26, 2023 to Feb 6, 2026
Jul 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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