Pgim Jennison Focus Mdcp ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.28% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8901 | 3.71 | |
| 0.1401 | 3.12 | |
| 0.8065 | 13.78 | |
| -0.0781 | -0.87 |
Estimation Period:
Dec 19, 2023 to Feb 13, 2026
Dec 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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