Pgim S&P 500 MA BU ETF - JAN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.08% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6053 | 2.54 | |
| 0.1382 | 2.28 | |
| 0.6553 | 3.43 | |
| -27.8643 | -2.35 | |
| 37.8270 | 2.33 | |
| -10.4903 | -1.59 |
Estimation Period:
Jan 2, 2025 to Feb 13, 2026
Jan 2, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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