Pgim S&P 500 MA BU ETF - JAN GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.98% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 3.83 | |
| 0.1318 | 8.30 | |
| 0.8470 | 41.27 |
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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