Pgim S&P 500 MAX Bffr - July AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.25% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0066 | -15.14 | |
| 0.0588 | 15.76 | |
| 0.8378 | 137.35 | |
| 0.3889 | 22.11 |
Estimation Period:
Jul 1, 2025 to Feb 6, 2026
Jul 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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