PGIM Jennison Focused Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.10% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0455 | 3.82 | |
| 0.0930 | 2.37 | |
| 0.8538 | 17.77 | |
| -0.0003 | -0.00 |
Estimation Period:
Dec 14, 2022 to Feb 6, 2026
Dec 14, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PGIM Jennison Focused Growth ETF Analyses
Other Spline-GARCH Analyses on ETFs