PGIM S&P 500 Buffer 12 ETF - March Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.65% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9363 | 2.96 | |
| 0.1907 | 2.48 | |
| 0.7663 | 7.80 | |
| -0.1468 | -0.24 |
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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