PGIM S&P 500 Buffer 20 ETF - March AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.05% (+3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0077 | -4.76 | |
| 0.1169 | 10.47 | |
| 0.8423 | 61.52 | |
| 0.3666 | 12.96 |
Estimation Period:
Mar 1, 2024 to Feb 6, 2026
Mar 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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