Pgim S&P 500 MAX BUF ETF FEB MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.43% (-6.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.9479 | 9,479,330.00 | |
| 0.0012 | 12,340.00 | |
| 0.1017 | 1,016,670.00 | |
| 9.9846 | 99,845,650.00 | |
| 0.9994 | 9,994,370.00 | |
| 0.0006 | 5,630.00 |
Estimation Period:
Feb 3, 2025 to Feb 13, 2026
Feb 3, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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