PGIM S&P 500 Buffer 20 ETF - February EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.30% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0678 | -7.08 | |
| 0.1207 | 10.18 | |
| 0.9601 | 101.78 | |
| -0.2584 | -19.36 |
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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