PGIM S&P 500 Buffer 12 ETF - January EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.53% (+7.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0943 | -5.24 | |
| 0.2828 | 10.02 | |
| 0.9211 | 77.22 | |
| -0.2610 | -12.56 |
Estimation Period:
Jan 2, 2024 to Feb 6, 2026
Jan 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PGIM S&P 500 Buffer 12 ETF - January Analyses
Other EGARCH Analyses on ETFs