PGIM S&P 500 Buffer 12 ETF - February GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.20% (+3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 5.77 | |
| 0.1939 | 11.07 | |
| 0.7937 | 43.72 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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