PGIM S&P 500 Buffer 12 ETF - December AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.53% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0092 | -2.17 | |
| 0.1645 | 9.55 | |
| 0.8106 | 45.73 | |
| 0.4209 | 9.66 |
Estimation Period:
May 27, 2024 to Feb 6, 2026
May 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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