PGIM S&P 500 Buffer 12 ETF - February AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.97% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0169 | -6.52 | |
| 0.1122 | 12.21 | |
| 0.8579 | 88.60 | |
| 0.5076 | 14.15 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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