PGIM S&P 500 Buffer 20 ETF - August EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.77% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0435 | -11.65 | |
| 0.0609 | 6.95 | |
| 0.9656 | 163.52 | |
| -0.2640 | -18.48 |
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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