PGIM Portfolio Ballast ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.68% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 6.39 | |
| 0.0000 | 0.00 | |
| 0.8290 | 100.18 | |
| 0.2526 | 3.32 |
Estimation Period:
Dec 26, 2022 to Feb 6, 2026
Dec 26, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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