PGIM S&P 500 Buffer 20 ETF - November AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.42% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0072 | -2.59 | |
| 0.0902 | 11.10 | |
| 0.8608 | 63.70 | |
| 0.4307 | 16.11 |
Estimation Period:
May 22, 2024 to Feb 6, 2026
May 22, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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