Pgim S&P 500 MAX BFR ETF AUG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.97% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 5.81 | |
| 0.1524 | 2.04 | |
| 0.5642 | 7.39 | |
| 5.0454 | 0.75 |
Estimation Period:
Aug 1, 2025 to Feb 6, 2026
Aug 1, 2025 to Feb 6, 2026
Other Pgim S&P 500 MAX BFR ETF AUG Analyses
Other GAS-GARCH Student T Analyses on ETFs