PGIM S&P 500 Buffer 20 ETF - July MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.90% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.9209 | 92.89 | |
| 0.1120 | 12.50 | |
| 0.0966 | 0.63 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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