Pgim Jennison Better FUT ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.68% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1128 | 7.91 | |
| 0.0939 | 8.81 | |
| 0.8421 | 56.67 |
Estimation Period:
Dec 19, 2023 to Feb 13, 2026
Dec 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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