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	param	t-stat
$ω$	0.0172	4.68
$α$	0.1146	1.95
$β$	0.5749	7.83
$γ$	-0.0057	-0.06

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Pgim Short Duration High YIE GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.43% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim Short Duration High YIE Analyses