PGIM S&P 500 Buffer 12 ETF - October Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.31% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2887 | 3.01 | |
| 0.1703 | 2.18 | |
| 0.5704 | 3.03 | |
| -16.6950 | -1.42 | |
| 29.3624 | 1.59 | |
| -33.1518 | -2.39 | |
| 34.4274 | 3.01 | |
| -17.3561 | -2.44 |
Estimation Period:
May 17, 2024 to Feb 6, 2026
May 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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