PGIM S&P 500 Buffer 12 ETF - October EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.50% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0198 | -2.43 | |
| -0.1014 | -1.68 | |
| 0.9743 | 5,869.10 | |
| -0.2477 | -3.75 |
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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