Pgim S&P 500 MAX BUF ETF FEB EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.95% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0963 | -4.00 | |
| -0.1092 | -1.10 | |
| 0.9633 | 9,632,720.00 | |
| -0.2453 | -3.95 |
Estimation Period:
Feb 3, 2025 to Feb 6, 2026
Feb 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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