Pgim Ultra Short Muni BD ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:1.73% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6546 | 3.70 | |
| 0.2342 | 2.62 | |
| 0.0000 | 0.00 | |
| -0.3206 | -0.39 |
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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