Pgim S&P 500 MAX BUF ETF FEB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.36% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0045 | 6.24 | |
| 0.1026 | 1.36 | |
| 0.6844 | 2.58 | |
| 1.8760 | 5.33 |
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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