PGIM Jennison International Opportunities ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.24% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3615 | 7.10 | |
| 0.0640 | 5.50 | |
| 0.9370 | 105.71 | |
| 7.0347 | 0.92 |
Estimation Period:
Dec 19, 2023 to Feb 13, 2026
Dec 19, 2023 to Feb 13, 2026
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