PGIM S&P 500 Buffer 12 ETF - August MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.27% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.5787 | 35.61 | |
| 0.3642 | 33.52 | |
| 0.0649 | 0.20 | |
| 0.0693 | 0.19 | |
| 0.6019 | 0.29 |
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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