Pgim Short Duration High YIE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:3.64% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0671 | 1.26 | |
| 0.0415 | 3.76 | |
| 0.9423 | 19.34 | |
| 3.0161 | 1.26 |
Estimation Period:
Dec 19, 2023 to Feb 13, 2026
Dec 19, 2023 to Feb 13, 2026
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