PGIM Laddered S&P 500 Buffer 12 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.80% (+3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.5415 | 46.53 | |
| 0.3805 | 40.52 | |
| 0.1241 | 0.09 | |
| 0.0726 | 0.09 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 13, 2024 to Feb 6, 2026
Jun 13, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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