PGIM S&P 500 Buffer 12 ETF - March GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.47% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 5.73 | |
| 0.0000 | 0.00 | |
| 0.8190 | 43.22 | |
| 0.3237 | 8.36 |
Estimation Period:
Mar 1, 2024 to Feb 6, 2026
Mar 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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