Pgim Jennison Better FUT ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.45% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7434 | 3.72 | |
| 0.0689 | 4.84 | |
| 0.9481 | 100.53 | |
| 5.3673 | 1.28 |
Estimation Period:
Dec 19, 2023 to Feb 6, 2026
Dec 19, 2023 to Feb 6, 2026
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