PGIM S&P 500 Buffer 20 ETF - October Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.10% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3653 | 4.15 | |
| 0.1123 | 1.80 | |
| 0.6399 | 2.96 | |
| -19.6304 | -1.88 | |
| 35.3131 | 1.98 | |
| -39.3576 | -2.76 | |
| 42.1490 | 3.84 | |
| -23.9703 | -3.76 |
Estimation Period:
May 17, 2024 to Feb 6, 2026
May 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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