Pgim Jennison Focus Mdcp ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.00% (+3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8890 | 68.77 | |
| 0.1600 | 9.17 | |
| 0.9978 | 0.37 | |
| 0.2077 | 0.62 | |
| 0.0000 | 0.00 |
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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