PGIM Laddered S&P 500 Buffer 12 ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.09% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0498 | -4.65 | |
| 0.0894 | 4.85 | |
| 0.9542 | 203.07 | |
| -0.2290 | -17.20 |
Estimation Period:
Jun 13, 2024 to Feb 13, 2026
Jun 13, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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