PGIM S&P 500 Buffer 12 ETF - August EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.94% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0256 | -4.04 | |
| 0.0812 | 9.58 | |
| 0.9654 | 130.74 | |
| -0.2574 | -21.03 |
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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