PGIM S&P 500 Buffer 20 ETF - November GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.93% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 4.98 | |
| 0.1878 | 6.61 | |
| 0.7986 | 26.05 |
Estimation Period:
May 22, 2024 to Feb 6, 2026
May 22, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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