PGIM S&P 500 Buffer 12 ETF - January Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.51% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9908 | 2.88 | |
| 0.1954 | 3.09 | |
| 0.5776 | 4.35 | |
| -10.2977 | -0.60 | |
| 32.8953 | 1.27 | |
| -60.9200 | -2.96 | |
| 105.2804 | 5.01 | |
| -128.0805 | -6.69 | |
| 80.7679 | 4.22 | |
| -24.0638 | -1.00 | |
| 34.7380 | 1.25 |
Estimation Period:
Jan 2, 2024 to Feb 13, 2026
Jan 2, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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