PGIM S&P 500 Buffer 12 ETF - October AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.94% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0217 | -5.52 | |
| 0.1732 | 13.97 | |
| 0.8012 | 65.82 | |
| 0.5006 | 14.77 |
Estimation Period:
May 17, 2024 to Feb 6, 2026
May 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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