Pgim S&P 500 MX B ETF -April Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.84% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5059 | 3.06 | |
| 0.2107 | 2.06 | |
| 0.0538 | 0.76 | |
| 24.4109 | 3.32 | |
| -30.0794 | -2.14 |
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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