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PGIM S&P 500 Buffer 20 ETF - April Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.86% (+0.68%)
Analysis last updated: Thursday, February 12, 2026 at 10:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of PGIM S&P 500 Buffer 20 ETF - April S0GARCH
paramt-stat
ω1.25825.83
α0.30503.33
β0.00000.00
γ148.01092.94
γ2-80.4340-2.92
γ350.73342.34
γ47.01640.34
γ5-100.1760-4.16
γ6135.87234.82
γ7-87.0825-3.16
γ837.06192.16
Estimation Period:
Apr 1, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts