Pgim S&P 500 MAX B ETF - SEP GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.22% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 13.55 | |
| 0.0635 | 0.35 | |
| 0.4063 | 0.61 | |
| 200.0000 | 0.00 |
Estimation Period:
Sep 2, 2025 to Feb 6, 2026
Sep 2, 2025 to Feb 6, 2026
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