PGIM S&P 500 Buffer 20 ETF - February MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.46% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.8314 | 69.72 | |
| 0.3226 | 25.52 | |
| 0.7992 | 4.93 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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