Pgim S&P 500 MA BU ETF - JAN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.26% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0547 | 3.91 | |
| 0.1390 | 21.12 | |
| 0.9804 | 237.91 | |
| 3.8212 | 9.39 |
Estimation Period:
Jan 2, 2025 to Feb 13, 2026
Jan 2, 2025 to Feb 13, 2026
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