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	param	t-stat
$ω$	0.0665	9.81
$α$	0.0000	0.00
$β$	0.8055	66.25
$γ$	0.2145	8.22

V-Lab

PGIM Jennison Focused Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:12.62% (+0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM Jennison Focused Value ETF Analyses