PGIM Jennison Focused Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.92% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8063 | 58.10 | |
| 0.2222 | 17.75 | |
| 0.6875 | 0.16 | |
| 0.1656 | 0.19 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 13, 2022 to Feb 6, 2026
Dec 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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