PGIM S&P 500 Buffer 12 ETF - April Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.94% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8013 | 2.88 | |
| 0.1756 | 2.62 | |
| 0.7932 | 9.49 | |
| -2.7304 | -1.67 | |
| 3.8389 | 1.87 |
Estimation Period:
Apr 1, 2024 to Feb 13, 2026
Apr 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other PGIM S&P 500 Buffer 12 ETF - April Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs