PGIM S&P 500 Buffer 12 ETF - October Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.78% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4273 | 3.67 | |
| 0.1991 | 2.45 | |
| 0.6212 | 5.34 | |
| 2.0769 | 0.51 | |
| -8.5137 | -1.18 | |
| 13.5476 | 1.76 |
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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