Pgim Short DU Mu-Sec BD ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.09% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 10.58 | |
| 0.1382 | 2.89 | |
| 0.4692 | 10.43 | |
| 4.8377 | 1.11 |
Estimation Period:
Jul 26, 2023 to Feb 6, 2026
Jul 26, 2023 to Feb 6, 2026
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