PGIM Laddered S&P 500 Buffer 12 ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.24% (+7.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0161 | -5.95 | |
| 0.1270 | 15.54 | |
| 0.8427 | 83.58 | |
| 0.4986 | 20.02 |
Estimation Period:
Jun 13, 2024 to Feb 6, 2026
Jun 13, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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