PGIM Jennison Focused Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.24% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7871 | 6.20 | |
| 0.0753 | 7.22 | |
| 0.9493 | 144.18 | |
| 6.1431 | 1.71 |
Estimation Period:
Dec 14, 2022 to Feb 13, 2026
Dec 14, 2022 to Feb 13, 2026
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