Pgim Jennison Focus Mdcp ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.05% (+3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0051 | 0.25 | |
| 0.0825 | 8.71 | |
| 0.9659 | 80.41 | |
| -0.1665 | -14.71 |
Estimation Period:
Dec 19, 2023 to Feb 6, 2026
Dec 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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