PGIM S&P 500 Buffer 12 ETF - April GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.46% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 6.45 | |
| 0.0000 | 0.00 | |
| 0.8405 | 73.37 | |
| 0.3165 | 9.71 |
Estimation Period:
Apr 1, 2024 to Feb 13, 2026
Apr 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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