PGIM S&P 500 Buffer 12 ETF - February GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.89% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 7.63 | |
| 0.0000 | 0.00 | |
| 0.8257 | 52.39 | |
| 0.3380 | 8.70 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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