Pgim S&P 500 MX BF ETF - MAY GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.53% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 6.32 | |
| 0.0944 | 17.39 | |
| 0.9912 | 240.77 | |
| 3.3696 | 5.89 |
Estimation Period:
May 1, 2025 to Feb 6, 2026
May 1, 2025 to Feb 6, 2026
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