PGIM S&P 500 Buffer 20 ETF - June MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.69% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.01 | |
| 0.4911 | 50.80 | |
| 0.5000 | 36.59 | |
| 0.0451 | 3.36 | |
| 0.1471 | 3.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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