Pgim S&P 500 MAX Bufer - MAR Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.27% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2638 | 4.48 | |
| 0.1698 | 2.03 | |
| 0.4503 | 1.57 | |
| 2.7834 | 5.41 |
Estimation Period:
Mar 3, 2025 to Feb 6, 2026
Mar 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pgim S&P 500 MAX Bufer - MAR Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs