Pgim S&P 500 MX BF ETF - MAY Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.18% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6805 | 2.94 | |
| 0.0000 | 0.00 | |
| 0.9415 | 14.22 | |
| 16.4167 | 2.78 | |
| -19.3758 | -2.56 |
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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