PGIM Laddered S&P 500 Buffer 12 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.29% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 6.88 | |
| 0.0000 | 0.00 | |
| 0.8500 | 55.68 | |
| 0.2382 | 7.26 |
Estimation Period:
Jun 13, 2024 to Feb 6, 2026
Jun 13, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PGIM Laddered S&P 500 Buffer 12 ETF Analyses
Other GJR-GARCH Analyses on ETFs