Pgim Jennison Better FUT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.46% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1212 | 5.64 | |
| 0.0000 | 0.00 | |
| 0.8581 | 52.38 | |
| 0.1335 | 4.01 |
Estimation Period:
Dec 19, 2023 to Feb 6, 2026
Dec 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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