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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2582 | 5.83 | |
| 0.3050 | 3.33 | |
| 0.0000 | 0.00 | |
| 48.0109 | 2.94 | |
| -80.4340 | -2.92 | |
| 50.7334 | 2.34 | |
| 7.0164 | 0.34 | |
| -100.1760 | -4.16 | |
| 135.8723 | 4.82 | |
| -87.0825 | -3.16 | |
| 37.0619 | 2.16 |
Estimation Period:
Apr 1, 2024 to Feb 6, 2026
Apr 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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