Pgim S&P 500 MX B ETF -April GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.38% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4834 | 4.78 | |
| 0.2092 | 18.18 | |
| 0.9990 | 4,343.48 | |
| 4.9778 | 5.41 |
Estimation Period:
Apr 1, 2025 to Feb 6, 2026
Apr 1, 2025 to Feb 6, 2026
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