Pgim S&P 500 MAX BUF ETF FEB Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.26% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6872 | 5.16 | |
| 0.1099 | 1.45 | |
| 0.6780 | 2.64 | |
| 0.0469 | 0.03 |
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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