Pgim S&P 500 MAX Bffr - July MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.09% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0116 | 116,320.00 | |
| 0.8462 | 8,461,820.00 | |
| 0.1420 | 1,419,680.00 | |
| 0.0125 | 124,810.00 | |
| 0.0680 | 679,820.00 | |
| 0.8918 | 8,918,200.00 |
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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