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	param	t-stat
$ω$	0.5142	3.43
$α$	0.1856	2.82
$β$	0.4722	3.41
$γ_{1}$	0.5735	0.45
$γ_{2}$	0.6754	0.36
$γ_{3}$	-4.5384	-2.91
$γ_{4}$	6.6726	4.35
$γ_{5}$	-4.2406	-3.54
$γ_{6}$	0.0888	0.09
$γ_{7}$	0.7479	0.81
$γ_{8}$	1.9719	1.89
$γ_{9}$	-4.5140	-1.84

V-Lab

PGIM Ultra Short Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.43% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM Ultra Short Bond ETF Analyses