PGIM S&P 500 Buffer 20 ETF - March MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.01% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.01 | |
| 0.8300 | 136.99 | |
| 0.3394 | 37.58 | |
| 0.3032 | 5.76 | |
| 0.0000 | 0.00 | |
| 0.9786 | 140.85 |
Estimation Period:
Mar 1, 2024 to Feb 6, 2026
Mar 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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