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	param	t-stat
$ω$	0.9368	7.49
$α$	0.1189	2.30
$β$	0.7757	9.41
$γ_{1}$	-0.0034	-0.09

V-Lab

PGIM Jennison Focused Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:13.42% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM Jennison Focused Value ETF Analyses