PGIM S&P 500 Buffer 20 ETF - December AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.09% (+3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0110 | -8.91 | |
| 0.1918 | 8.82 | |
| 0.7908 | 48.71 | |
| 0.3526 | 14.48 |
Estimation Period:
May 27, 2024 to Feb 6, 2026
May 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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