PGIM Laddered S&P 500 Buffer 20 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.62% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9976 | 1.71 | |
| 0.1891 | 2.72 | |
| 0.7901 | 10.51 | |
| -0.3348 | -0.32 |
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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