PGIM S&P 500 Buffer 20 ETF - June AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.65% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0389 | -23.70 | |
| 0.0514 | 23.81 | |
| 0.9236 | 469.80 | |
| 0.9311 | 48.42 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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