PGIM S&P 500 Buffer 20 ETF - September Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.78% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1950 | 3.10 | |
| 0.1404 | 1.77 | |
| 0.5718 | 2.45 | |
| -28.0653 | -2.66 | |
| 44.8875 | 2.78 | |
| -41.2638 | -3.38 | |
| 41.9930 | 3.96 | |
| -25.3659 | -1.52 |
Estimation Period:
May 15, 2024 to Feb 6, 2026
May 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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