Pgim S&P 500 MAX B ETF - SEP GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.53% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 2.87 | |
| 0.0000 | 0.00 | |
| 0.6810 | 7.82 | |
| 0.1879 | 2.46 |
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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