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	param	t-stat
$ω$	-0.4317	-3.67
$α$	0.2039	5.53
$β$	0.8450	20.25
$γ$	0.0083	0.16

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Pgim Short Duration High YIE EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.52% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim Short Duration High YIE Analyses