PGIM Laddered S&P 500 Buffer 12 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.75% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4283 | 3.75 | |
| 0.1791 | 2.02 | |
| 0.5156 | 2.04 | |
| -20.5622 | -1.70 | |
| 42.9761 | 2.14 | |
| -53.0929 | -3.41 | |
| 51.7205 | 3.70 | |
| -31.0868 | -1.58 |
Estimation Period:
Jun 13, 2024 to Feb 6, 2026
Jun 13, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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