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PGIM S&P 500 Buffer 20 ETF - May Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.91% (-0.18%)
Analysis last updated: Tuesday, February 10, 2026 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of PGIM S&P 500 Buffer 20 ETF - May SGARCH
paramt-stat
ω1.43834.05
α0.10821.71
β0.56712.01
γ1141.76112.70
γ2-230.0886-2.83
γ3140.44212.72
γ4-80.5292-1.87
γ5119.17703.11
γ6-245.0082-5.31
γ7240.77153.75
γ8-88.7641-1.30
γ9-27.8936-0.42
γ10104.89881.59
Estimation Period:
May 1, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts