PGIM S&P 500 Buffer 12 ETF - March Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.46% (+2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9812 | 2.97 | |
| 0.1880 | 2.46 | |
| 0.7689 | 7.79 | |
| 0.0069 | 0.05 |
Estimation Period:
Mar 1, 2024 to Feb 6, 2026
Mar 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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