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	param	t-stat
$ω$	0.0110	11.27
$α$	0.2112	6.00
$β$	0.2324	4.12
$γ$	-0.1254	-2.53

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Pgim Short DU Mu-Sec BD ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.11% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim Short DU Mu-Sec BD ETF Analyses