PGIM S&P 500 Buffer 12 ETF - November GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.71% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 5.71 | |
| 0.0017 | 0.14 | |
| 0.8400 | 53.41 | |
| 0.2668 | 6.02 |
Estimation Period:
May 22, 2024 to Feb 6, 2026
May 22, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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