PGIM S&P 500 Buffer 20 ETF - February Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.94% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7025 | 3.03 | |
| 0.2006 | 2.25 | |
| 0.4226 | 1.88 | |
| -11.6835 | -0.82 | |
| 29.6719 | 1.45 | |
| -55.7825 | -3.11 | |
| 107.9979 | 4.03 | |
| -134.6332 | -4.49 | |
| 86.0365 | 3.59 | |
| -24.0991 | -1.12 | |
| 4.6860 | 0.29 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PGIM S&P 500 Buffer 20 ETF - February Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs