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PGIM S&P 500 Buffer 20 ETF - July Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.33% (-0.73%)
Analysis last updated: Monday, February 9, 2026 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of PGIM S&P 500 Buffer 20 ETF - July SGARCH
paramt-stat
ω0.39743.14
α0.15631.82
β0.00000.00
γ1143.70953.80
γ2-277.0227-4.68
γ3204.15604.25
γ4-89.3062-2.14
γ562.03911.64
γ6-138.2393-3.52
γ7133.81153.20
γ8-13.4743-0.31
γ9-55.0839-1.12
γ1058.55091.17
Estimation Period:
May 8, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts