PGIM S&P 500 Buffer 20 ETF - November EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.06% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0384 | -6.32 | |
| -0.0938 | -7.36 | |
| 0.9724 | 9,723,970.00 | |
| -0.2151 | -7.33 |
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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