PGIM S&P 500 Buffer 20 ETF - October GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.30% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 6.09 | |
| 0.1445 | 8.55 | |
| 0.8027 | 45.89 |
Estimation Period:
May 17, 2024 to Feb 6, 2026
May 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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