PGIM S&P 500 Buffer 20 ETF - March EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.03% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0717 | -6.78 | |
| 0.0926 | 5.27 | |
| 0.9578 | 67.67 | |
| -0.2552 | -15.96 |
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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