Pgim S&P 500 MX BUF Etf-June AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.36% (+12.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0002 | -0.25 | |
| 0.2546 | 4.66 | |
| 0.5982 | 7.70 | |
| 0.1153 | 5.86 |
Estimation Period:
Jun 3, 2025 to Feb 6, 2026
Jun 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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