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	param	t-stat
$ω$	0.9900	7.35
$α$	0.1104	1.46
$β$	0.5731	2.33
$γ_{1}$	0.0113	0.18

V-Lab

Pgim Short Duration High YIE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.40% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim Short Duration High YIE Analyses