Pgim S&P 500 MAX BFR ETF AUG MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:-0.00% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 4.9097 | 115.81 | |
| 1.0000 | 122.86 | |
| 0.0000 | 0.00 |
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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