Pgim Short DU Mu-Sec BD ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.08% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.8549 | -10.34 | |
| 0.2775 | 11.33 | |
| 0.5419 | 12.23 | |
| 0.0889 | 3.68 |
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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