PGIM S&P 500 Buffer 20 ETF - December Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.11% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8506 | 4.05 | |
| 0.3011 | 1.99 | |
| 0.4896 | 3.08 | |
| 9.5319 | 3.06 | |
| -18.0077 | -3.21 | |
| 15.1282 | 2.09 |
Estimation Period:
May 27, 2024 to Feb 6, 2026
May 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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