PGIM S&P 500 Buffer 20 ETF - May Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.38% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1840 | 2.16 | |
| 0.2175 | 3.21 | |
| 0.7566 | 10.28 | |
| 0.2136 | 0.93 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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