PGIM S&P 500 Buffer 20 ETF - March Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.14% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0398 | 3.32 | |
| 0.1700 | 2.45 | |
| 0.7901 | 8.61 | |
| 0.0651 | 0.41 |
Estimation Period:
Mar 1, 2024 to Feb 6, 2026
Mar 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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