PGIM S&P 500 Buffer 20 ETF - October Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.57% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3587 | 4.10 | |
| 0.1132 | 1.83 | |
| 0.6250 | 2.58 | |
| -20.3352 | -1.94 | |
| 36.6942 | 2.05 | |
| -41.3576 | -2.88 | |
| 46.1234 | 3.79 | |
| -32.9967 | -1.64 |
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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