PGIM S&P 500 Buffer 12 ETF - March GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.39% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 5.08 | |
| 0.1831 | 9.03 | |
| 0.7705 | 30.06 |
Estimation Period:
Mar 1, 2024 to Feb 6, 2026
Mar 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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