PGIM S&P 500 Buffer 12 ETF - November Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.19% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4916 | 1.96 | |
| 0.2341 | 2.71 | |
| 0.5242 | 3.09 | |
| -11.3679 | -0.61 | |
| 30.8583 | 1.12 | |
| -50.3986 | -3.08 | |
| 53.9965 | 4.41 | |
| -29.8797 | -3.66 |
Estimation Period:
May 22, 2024 to Feb 6, 2026
May 22, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PGIM S&P 500 Buffer 12 ETF - November Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs