Pgim S&P 500 MA BU ETF - JAN AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.89% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0056 | -16.78 | |
| 0.0629 | 17.69 | |
| 0.9143 | 207.66 | |
| 0.3435 | 26.99 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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