PGIM S&P 500 Buffer 20 ETF - February Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.67% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7635 | 3.21 | |
| 0.1917 | 2.28 | |
| 0.4408 | 2.02 | |
| -5.8110 | -0.41 | |
| 21.8507 | 1.07 | |
| -53.4287 | -2.98 | |
| 108.0281 | 4.00 | |
| -136.4282 | -4.52 | |
| 90.5867 | 3.74 | |
| -34.7555 | -1.53 | |
| 31.2188 | 1.01 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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