Pgim Short DU Mu-Sec BD ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.06% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2170 | 7.52 | |
| 0.2598 | 2.88 | |
| -0.0579 | -1.71 | |
| 0.0165 | 0.01 | |
| 0.0906 | 0.01 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 26, 2023 to Feb 13, 2026
Jul 26, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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