PGIM S&P 500 Buffer 20 ETF - January EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.54% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1253 | -5.61 | |
| 0.2529 | 9.48 | |
| 0.9333 | 108.92 | |
| -0.2425 | -10.47 |
Estimation Period:
Jan 2, 2024 to Feb 6, 2026
Jan 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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