Pgim S&P 500 MX BF ETF - MAY APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.19% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 2.92 | |
| 0.1899 | 0.72 | |
| 0.8101 | 42.76 | |
| 1.0000 | 0.45 | |
| 1.2804 | 10.48 |
Estimation Period:
May 1, 2025 to Feb 6, 2026
May 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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