PGIM S&P 500 Buffer 20 ETF - June Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.47% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4147 | 2.89 | |
| 0.1459 | 1.69 | |
| 0.4399 | 1.07 | |
| -31.5376 | -2.67 | |
| 63.2782 | 3.44 | |
| -69.5401 | -5.06 | |
| 61.5764 | 5.34 | |
| -34.4283 | -2.01 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PGIM S&P 500 Buffer 20 ETF - June Analyses
Other Spline-GARCH Analyses on ETFs