Pgim Ultra Short Muni BD ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.08% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.4713 | 8.56 | |
| 0.0000 | 0.00 | |
| -0.4713 | -8.56 | |
| 0.0138 | 0.30 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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