PGIM S&P 500 Buffer 20 ETF - December EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.52% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2121 | -12.97 | |
| 0.2967 | 10.02 | |
| 0.8802 | 67.14 | |
| -0.3420 | -12.61 |
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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