PGIM S&P 500 Buffer 12 ETF - October MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.57% (+11.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.4787 | 39.01 | |
| 0.5000 | 42.51 | |
| 0.1048 | 0.30 | |
| 0.0563 | 0.33 | |
| 0.4791 | 0.28 |
Estimation Period:
May 17, 2024 to Feb 6, 2026
May 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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