PGIM S&P 500 Buffer 20 ETF - October EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.92% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0689 | -12.55 | |
| 0.0212 | 1.23 | |
| 0.9577 | 66.55 | |
| -0.2462 | -23.51 |
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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