Pgim Short Duration High YIE AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.96% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 4.93 | |
| 0.1304 | 6.77 | |
| 0.5328 | 6.78 | |
| -0.0518 | -1.61 |
Estimation Period:
Dec 19, 2023 to Feb 6, 2026
Dec 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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