PGIM S&P 500 Buffer 12 ETF - October GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:12.20% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 8.66 | |
| 0.0000 | 0.00 | |
| 0.8118 | 49.00 | |
| 0.3089 | 6.83 |
Estimation Period:
May 17, 2024 to Feb 13, 2026
May 17, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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