PGIM S&P 500 Buffer 20 ETF - August AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.86% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0281 | -13.55 | |
| 0.1420 | 20.50 | |
| 0.8177 | 77.45 | |
| 0.5457 | 31.74 |
Estimation Period:
May 10, 2024 to Feb 6, 2026
May 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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