PGIM S&P 500 Buffer 12 ETF - February Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.52% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8324 | 2.88 | |
| 0.1889 | 2.31 | |
| 0.4740 | 2.26 | |
| -8.4965 | -0.54 | |
| 29.3698 | 1.33 | |
| -61.6382 | -3.31 | |
| 113.4627 | 4.11 | |
| -139.9234 | -4.60 | |
| 93.3159 | 3.88 | |
| -34.5181 | -1.50 | |
| 26.2805 | 0.88 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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