PGIM S&P 500 Buffer 20 ETF - November MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.53% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.01 | |
| 0.6289 | 73.19 | |
| 0.5000 | 34.60 | |
| 0.0132 | 1.44 | |
| 0.0405 | 2.03 | |
| 0.8236 | 8.32 |
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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