Pgim S&P 500 MX BF ETF - MAY MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.00% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1988 | 1,988,050.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
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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