PGIM S&P 500 Buffer 20 ETF - July GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.96% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0041 | 5.08 | |
| 0.1486 | 8.21 | |
| 0.8399 | 52.93 |
Estimation Period:
May 8, 2024 to Feb 6, 2026
May 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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