PGIM S&P 500 Buffer 20 ETF - September GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.90% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 6.60 | |
| 0.1313 | 7.58 | |
| 0.8327 | 47.43 |
Estimation Period:
May 15, 2024 to Feb 6, 2026
May 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PGIM S&P 500 Buffer 20 ETF - September Analyses
Other GARCH Analyses on ETFs