Pgim Jennison Focus Mdcp ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.19% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 2.65 | |
| 0.0000 | 0.00 | |
| 0.8690 | 62.98 | |
| 0.1743 | 4.37 |
Estimation Period:
Dec 19, 2023 to Feb 13, 2026
Dec 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pgim Jennison Focus Mdcp ETF Analyses
Other GJR-GARCH Analyses on ETFs