PGIM S&P 500 Buffer 12 ETF - February EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.05% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0501 | -4.99 | |
| 0.1326 | 10.33 | |
| 0.9567 | 98.23 | |
| -0.2654 | -22.53 |
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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