Pgim Short DU Mu-Sec BD ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.03% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 12.15 | |
| 0.1559 | 10.30 | |
| 0.1761 | 3.14 |
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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