Pgim S&P 500 MX BUF Etf-June EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.91% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3394 | -4.60 | |
| -0.0419 | -2.04 | |
| 0.9179 | 35.27 | |
| -0.2600 | -13.85 |
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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