Pgim S&P 500 MAX B ETF - SEP GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.04% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 2.09 | |
| 0.0628 | 2.31 | |
| 0.3404 | 1.17 |
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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