PGIM S&P 500 Buffer 12 ETF - November GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.04% (+3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 5.08 | |
| 0.1780 | 8.81 | |
| 0.8017 | 37.43 |
Estimation Period:
May 22, 2024 to Feb 6, 2026
May 22, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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