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	param	t-stat
$ω$	0.8521	6.33
$α$	0.1027	1.38
$β$	0.5759	2.16
$γ_{1}$	-0.3508	-1.41

V-Lab

Pgim Short Duration High YIE Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:2.83% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim Short Duration High YIE Analyses