PGIM Jennison Focused Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.26% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0905 | 6.43 | |
| 0.0000 | 0.00 | |
| 0.8642 | 70.30 | |
| 0.1673 | 5.97 |
Estimation Period:
Dec 14, 2022 to Feb 13, 2026
Dec 14, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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