Pgim S&P 500 MAX BFR ETF AUG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.65% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 3.93 | |
| 0.0000 | 0.00 | |
| 0.7690 | 17.12 | |
| 0.1821 | 2.99 |
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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