PGIM Jennison Focused Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.27% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0655 | 5.18 | |
| 0.0932 | 2.37 | |
| 0.8539 | 17.84 | |
| 0.0211 | 0.50 |
Estimation Period:
Dec 14, 2022 to Feb 6, 2026
Dec 14, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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