PGIM Laddered S&P 500 Buffer 20 ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.50% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0750 | -6.97 | |
| 0.1419 | 7.71 | |
| 0.9532 | 137.50 | |
| -0.2436 | -15.12 |
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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