PGIM S&P 500 Buffer 12 ETF - August GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:10.99% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 7.55 | |
| 0.0000 | 0.00 | |
| 0.8477 | 56.38 | |
| 0.2743 | 7.93 |
Estimation Period:
May 10, 2024 to Feb 13, 2026
May 10, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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