Pgim S&P 500 MX BUF Etf-June Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.64% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3269 | 4.04 | |
| 0.1807 | 1.30 | |
| 0.0495 | 0.15 | |
| 1.2259 | 1.06 |
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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