Pgim Ultra Short Muni BD ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.70% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6480 | 4.45 | |
| 0.2314 | 2.53 | |
| 0.0000 | 0.00 | |
| -0.3585 | -1.95 |
Estimation Period:
Jun 28, 2024 to Feb 13, 2026
Jun 28, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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