PGIM S&P 500 Buffer 20 ETF - April EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.06% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0694 | -9.99 | |
| 0.2232 | 9.77 | |
| 0.9557 | 156.21 | |
| -0.2790 | -17.56 |
Estimation Period:
Apr 1, 2024 to Feb 6, 2026
Apr 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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