PGIM S&P 500 Buffer 12 ETF - January AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.31% (+12.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0070 | -2.08 | |
| 0.1810 | 9.18 | |
| 0.8050 | 40.83 | |
| 0.3361 | 8.12 |
Estimation Period:
Jan 2, 2024 to Feb 6, 2026
Jan 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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