Pgim Jennison Better FUT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.77% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0587 | 5.38 | |
| 0.0951 | 2.03 | |
| 0.8357 | 13.74 | |
| -0.0517 | -0.13 |
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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