PGIM S&P 500 Buffer 12 ETF - March MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.45% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.8338 | 73.80 | |
| 0.2997 | 27.39 | |
| 0.0142 | 0.51 | |
| 0.0000 | 0.00 | |
| 0.9743 | 15.11 |
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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