PGIM S&P 500 Buffer 20 ETF - October AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.07% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0112 | -6.38 | |
| 0.1118 | 14.04 | |
| 0.8349 | 83.00 | |
| 0.4487 | 20.13 |
Estimation Period:
May 17, 2024 to Feb 6, 2026
May 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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