PGIM Jennison Focused Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.36% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7542 | 12.51 | |
| 0.1021 | 10.24 | |
| 0.9135 | 112.23 | |
| 7.4185 | 1.89 |
Estimation Period:
Dec 13, 2022 to Feb 6, 2026
Dec 13, 2022 to Feb 6, 2026
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