Pgim S&P 500 MAX BFR ETF AUG APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.17% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0852 | 5.92 | |
| 0.2581 | 7.01 | |
| 0.6465 | 14.30 | |
| 0.9836 | 25.27 | |
| 0.5000 | 8.08 |
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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