PGIM S&P 500 Buffer 20 ETF - September EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.73% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0551 | -14.64 | |
| 0.0336 | 3.24 | |
| 0.9642 | 126.90 | |
| -0.2339 | -27.43 |
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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