Pgim S&P 500 MX B ETF -April EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.09% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1778 | -49.60 | |
| -0.1437 | -1.07 | |
| 0.9513 | 79,271.83 | |
| -0.2586 | -0.89 |
Estimation Period:
Apr 1, 2025 to Feb 6, 2026
Apr 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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