PGIM S&P 500 Buffer 20 ETF - September AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.00% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0114 | -8.04 | |
| 0.1155 | 12.03 | |
| 0.8420 | 70.48 | |
| 0.4220 | 18.32 |
Estimation Period:
May 15, 2024 to Feb 6, 2026
May 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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