Pgim S&P 500 MAX Bufer - MAR Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.58% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5947 | 4.67 | |
| 0.1588 | 1.92 | |
| 0.3655 | 1.03 | |
| 4.6459 | 3.36 |
Estimation Period:
Mar 3, 2025 to Feb 6, 2026
Mar 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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