Pgim Ultra Short Muni BD ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.72% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 13.19 | |
| 0.2914 | 4.12 | |
| 0.0000 | 0.00 | |
| 0.0732 | 0.58 |
Estimation Period:
Jun 28, 2024 to Feb 6, 2026
Jun 28, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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