PGIM S&P 500 Buffer 20 ETF - May MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.02% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8035 | 66.38 | |
| 0.3372 | 24.45 | |
| 0.0910 | 3.15 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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