Pgim S&P 500 MAX BFR ETF AUG AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.04% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 2.43 | |
| 0.0000 | 0.00 | |
| 0.8064 | 17.43 | |
| -0.3823 | -9.18 |
Estimation Period:
Aug 1, 2025 to Feb 6, 2026
Aug 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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