Pgim S&P 500 MX BF ETF - MAY Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.39% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3583 | 2.31 | |
| 0.0017 | 0.07 | |
| 0.9319 | 10.53 | |
| 5.3374 | 1.84 |
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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