Pgim S&P 500 MAX B ETF - SEP APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.07% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 1.70 | |
| 0.0785 | 1.66 | |
| 0.6922 | 8.19 | |
| 1.0000 | 1.12 | |
| 1.1007 | 5.04 |
Estimation Period:
Sep 2, 2025 to Feb 6, 2026
Sep 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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