PGIM S&P 500 Buffer 20 ETF - April Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.68% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9346 | 4.05 | |
| 0.2207 | 3.05 | |
| 0.7233 | 8.47 | |
| -0.8157 | -1.32 |
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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