PGIM S&P 500 Buffer 20 ETF - May Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.91% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4383 | 4.05 | |
| 0.1082 | 1.71 | |
| 0.5671 | 2.01 | |
| 141.7611 | 2.70 | |
| -230.0886 | -2.83 | |
| 140.4421 | 2.72 | |
| -80.5292 | -1.87 | |
| 119.1770 | 3.11 | |
| -245.0082 | -5.31 | |
| 240.7715 | 3.75 | |
| -88.7641 | -1.30 | |
| -27.8936 | -0.42 | |
| 104.8988 | 1.59 |
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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