PGIM S&P 500 Buffer 20 ETF - December MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.37% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0716 | 715,530.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
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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