PGIM S&P 500 Buffer 20 ETF - December GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.14% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 7.28 | |
| 0.3200 | 9.05 | |
| 0.6506 | 25.28 |
Estimation Period:
May 27, 2024 to Feb 6, 2026
May 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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