Pgim S&P 500 MX B ETF -April Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.06% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3624 | 3.32 | |
| 0.0527 | 0.79 | |
| 0.6261 | 2.92 | |
| 17.0188 | 3.55 | |
| -17.2303 | -2.96 |
Estimation Period:
Apr 1, 2025 to Feb 13, 2026
Apr 1, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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