PGIM S&P 500 Buffer 20 ETF - May AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.64% (+6.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0018 | -3.06 | |
| 0.2745 | 12.68 | |
| 0.7536 | 47.97 | |
| 0.1589 | 12.95 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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