PGIM S&P 500 Buffer 20 ETF - February AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.10% (+3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0098 | -8.87 | |
| 0.0942 | 13.48 | |
| 0.8720 | 108.21 | |
| 0.4120 | 18.03 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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