PGIM S&P 500 Buffer 20 ETF - January GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.86% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 5.97 | |
| 0.2153 | 13.21 | |
| 0.7847 | 51.12 |
Estimation Period:
Jan 2, 2024 to Feb 6, 2026
Jan 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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