PGIM Laddered S&P 500 Buffer 20 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.15% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0298 | 1.76 | |
| 0.1850 | 2.77 | |
| 0.7935 | 10.81 | |
| -0.0701 | -0.34 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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