PGIM S&P 500 Buffer 20 ETF - August GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.46% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 5.80 | |
| 0.1793 | 8.95 | |
| 0.7972 | 39.20 |
Estimation Period:
May 10, 2024 to Feb 6, 2026
May 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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