PGIM S&P 500 Buffer 20 ETF - June EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.38% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0432 | -3.06 | |
| 0.1655 | 8.58 | |
| 0.9672 | 148.44 | |
| -0.2103 | -11.35 |
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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