PGIM S&P 500 Buffer 20 ETF - July Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.33% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3974 | 3.14 | |
| 0.1563 | 1.82 | |
| 0.0000 | 0.00 | |
| 143.7095 | 3.80 | |
| -277.0227 | -4.68 | |
| 204.1560 | 4.25 | |
| -89.3062 | -2.14 | |
| 62.0391 | 1.64 | |
| -138.2393 | -3.52 | |
| 133.8115 | 3.20 | |
| -13.4743 | -0.31 | |
| -55.0839 | -1.12 | |
| 58.5509 | 1.17 |
Estimation Period:
May 8, 2024 to Feb 6, 2026
May 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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