PGIM Laddered S&P 500 Buffer 20 ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.14% (+12.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 1.28 | |
| 0.1437 | 8.46 | |
| 0.8171 | 48.26 | |
| -0.0840 | -0.80 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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