PGIM S&P 500 Buffer 12 ETF - August AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.60% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0248 | -14.75 | |
| 0.1381 | 15.25 | |
| 0.8384 | 78.88 | |
| 0.5561 | 29.77 |
Estimation Period:
May 10, 2024 to Feb 13, 2026
May 10, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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