PGIM S&P 500 Buffer 20 ETF - August Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.86% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5279 | 3.64 | |
| 0.2038 | 1.93 | |
| 0.5426 | 3.22 | |
| 77.9691 | 3.56 | |
| -120.7290 | -3.27 | |
| 50.5077 | 1.35 | |
| 17.9505 | 0.55 | |
| -88.8386 | -3.21 | |
| 115.5231 | 3.23 | |
| -80.6781 | -1.96 | |
| 63.2336 | 1.51 |
Estimation Period:
May 10, 2024 to Feb 6, 2026
May 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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