PGIM S&P 500 Buffer 20 ETF - July EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.58% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0605 | -5.49 | |
| 0.2011 | 10.64 | |
| 0.9525 | 232.99 | |
| -0.1989 | -13.45 |
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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