PGIM S&P 500 Buffer 20 ETF - April MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.33% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.5087 | 22.93 | |
| 0.5000 | 30.99 | |
| 0.0042 | 0.66 | |
| 0.2096 | 1.40 | |
| 0.6567 | 2.22 |
Estimation Period:
Apr 1, 2024 to Feb 6, 2026
Apr 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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