PGIM S&P 500 Buffer 12 ETF - January GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.09% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0068 | 5.47 | |
| 0.2030 | 12.46 | |
| 0.7917 | 47.68 |
Estimation Period:
Jan 2, 2024 to Feb 13, 2026
Jan 2, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other PGIM S&P 500 Buffer 12 ETF - January Analyses
Other GARCH Analyses on ETFs