Pgim Short DU Mu-Sec BD ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.01% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0376 | 8.44 | |
| 0.1566 | 2.58 | |
| 0.1783 | 0.81 | |
| 0.0081 | 0.21 |
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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