PGIM S&P 500 Buffer 20 ETF - October MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.30% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.5587 | 42.61 | |
| 0.4550 | 32.44 | |
| 0.0508 | 0.35 | |
| 0.0583 | 0.43 | |
| 0.4819 | 0.34 |
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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