PGIM S&P 500 Buffer 20 ETF - January MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.29% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8134 | 58.26 | |
| 0.3586 | 23.44 | |
| 0.8562 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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