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	param	t-stat
$ω$	0.0046	1.47
$α$	0.0693	3.20
$β$	0.5023	5.33
$γ$	0.0011	0.01
$δ$	3.0000	5.48

V-Lab

Pgim Short Duration High YIE APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.40% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim Short Duration High YIE Analyses