PGIM S&P 500 Buffer 12 ETF - August GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.65% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 5.89 | |
| 0.1620 | 8.18 | |
| 0.8150 | 41.49 |
Estimation Period:
May 10, 2024 to Feb 13, 2026
May 10, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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