Pgim Jennison Better FUT ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.39% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8809 | 44.78 | |
| 0.1220 | 11.49 | |
| 0.5910 | 0.15 | |
| 0.1812 | 0.16 | |
| 0.4131 | 0.11 |
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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