PGIM S&P 500 Buffer 12 ETF - March EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.30% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0507 | -3.01 | |
| 0.0973 | 4.60 | |
| 0.9549 | 62.27 | |
| -0.2494 | -15.57 |
Estimation Period:
Mar 1, 2024 to Feb 6, 2026
Mar 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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