PGIM S&P 500 Buffer 12 ETF - May GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:6.89% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 7.58 | |
| 0.0000 | 0.00 | |
| 0.8103 | 64.47 | |
| 0.3795 | 8.11 |
Estimation Period:
May 1, 2024 to Feb 13, 2026
May 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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