Pgim S&P 500 MAX BFR ETF AUG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9737 | 2.39 | |
| 0.0000 | 0.00 | |
| 0.8617 | 3.18 | |
| 0.4615 | 0.16 |
Estimation Period:
Aug 1, 2025 to Feb 13, 2026
Aug 1, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pgim S&P 500 MAX BFR ETF AUG Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs