PGIM S&P 500 Buffer 20 ETF - July AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.99% (+7.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 3.50 | |
| 0.1472 | 7.98 | |
| 0.8389 | 52.80 | |
| -0.0074 | -0.11 |
Estimation Period:
May 8, 2024 to Feb 6, 2026
May 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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