PGIM S&P 500 Buffer 12 ETF - April EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:5.89% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0416 | -3.89 | |
| 0.1785 | 8.23 | |
| 0.9602 | 113.90 | |
| -0.2462 | -15.05 |
Estimation Period:
Apr 1, 2024 to Feb 13, 2026
Apr 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other PGIM S&P 500 Buffer 12 ETF - April Analyses
Other EGARCH Analyses on ETFs