Pgim Short Duration High YIE MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.40% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0939 | 2.03 | |
| 0.5997 | 7.61 | |
| 0.0566 | 0.80 | |
| 0.0514 | 0.12 | |
| 0.1482 | 0.15 | |
| 0.0000 | 0.00 |
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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