PGIM Laddered S&P 500 Buffer 12 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.86% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4463 | 3.78 | |
| 0.1667 | 2.01 | |
| 0.5629 | 2.69 | |
| -17.8926 | -1.51 | |
| 37.8896 | 1.93 | |
| -47.9573 | -3.12 | |
| 46.1070 | 3.54 | |
| -21.9871 | -2.71 |
Estimation Period:
Jun 13, 2024 to Feb 13, 2026
Jun 13, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other PGIM Laddered S&P 500 Buffer 12 ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs