PGIM S&P 500 Buffer 20 ETF - May GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.79% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 5.44 | |
| 0.2216 | 10.70 | |
| 0.7597 | 45.24 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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