PGIM S&P 500 Buffer 20 ETF - March Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.06% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9550 | 3.37 | |
| 0.1747 | 2.52 | |
| 0.7868 | 8.67 | |
| -0.2142 | -0.32 |
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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