PGIM Laddered S&P 500 Buffer 12 ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.42% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 5.73 | |
| 0.1503 | 8.06 | |
| 0.8056 | 39.27 |
Estimation Period:
Jun 13, 2024 to Feb 13, 2026
Jun 13, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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