PGIM S&P 500 Buffer 12 ETF - November EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.98% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0252 | -0.19 | |
| -0.1087 | -0.14 | |
| 0.9702 | 2,717.78 | |
| -0.2578 | -0.29 |
Estimation Period:
May 22, 2024 to Feb 6, 2026
May 22, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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