Pgim S&P 500 MX BF ETF - MAY GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.27% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.50 | |
| 0.0000 | 0.00 | |
| 0.8231 | 49.13 | |
| 0.3538 | 4.93 |
Estimation Period:
May 1, 2025 to Feb 13, 2026
May 1, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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