PGIM S&P 500 Buffer 12 ETF - December GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.30% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 5.91 | |
| 0.1834 | 9.10 | |
| 0.7899 | 39.23 |
Estimation Period:
May 27, 2024 to Feb 6, 2026
May 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PGIM S&P 500 Buffer 12 ETF - December Analyses
Other GARCH Analyses on ETFs