Pgim Short Duration High YIE MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:2.87% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.62 | |
| 0.2007 | 9.94 | |
| 0.7993 | 55.77 |
Estimation Period:
Dec 19, 2023 to Feb 13, 2026
Dec 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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