Pgim S&P 500 MA BU ETF - JAN EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.58% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0930 | -0.75 | |
| -0.1059 | -0.27 | |
| 0.9672 | 134.00 | |
| -0.2232 | -0.81 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pgim S&P 500 MA BU ETF - JAN Analyses
Other EGARCH Analyses on ETFs