PGIM S&P 500 Buffer 20 ETF - May EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.46% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0674 | -6.96 | |
| 0.1607 | 7.08 | |
| 0.9621 | 150.96 | |
| -0.2620 | -15.56 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PGIM S&P 500 Buffer 20 ETF - May Analyses
Other EGARCH Analyses on ETFs