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	param	t-stat
$ω$	0.9600	5.39
$α$	0.1159	2.24
$β$	0.7765	9.21
$γ_{1}$	0.0238	0.18

V-Lab

PGIM Jennison Focused Value ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:12.90% (-0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM Jennison Focused Value ETF Analyses