PGIM Jennison International Opportunities ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.45% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0702 | 6.66 | |
| 0.1076 | 1.81 | |
| 0.8111 | 11.04 | |
| 0.0368 | 0.54 |
Estimation Period:
Dec 19, 2023 to Feb 6, 2026
Dec 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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