Pgim Ultra Short Muni BD ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.37% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1555 | 1.40 | |
| 0.1259 | 4.68 | |
| 0.8410 | 8.31 | |
| 2.0301 | 69.47 |
Estimation Period:
Jun 28, 2024 to Feb 13, 2026
Jun 28, 2024 to Feb 13, 2026
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