PGIM Jennison International Opportunities ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.21% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.8255 | 60.36 | |
| 0.2293 | 17.51 | |
| 0.1980 | 0.22 | |
| 0.0000 | 0.00 | |
| 0.8659 | 1.35 |
Estimation Period:
Dec 19, 2023 to Feb 13, 2026
Dec 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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