Pgim S&P 500 MX B ETF -April GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.92% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 6.99 | |
| 0.0000 | 0.00 | |
| 0.8044 | 39.79 | |
| 0.3913 | 5.93 |
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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