PGIM Laddered S&P 500 Buffer 20 ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.52% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 5.77 | |
| 0.1768 | 9.58 | |
| 0.7973 | 42.59 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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