PGIM S&P 500 Buffer 20 ETF - April GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.99% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 7.06 | |
| 0.0000 | 0.00 | |
| 0.8180 | 64.31 | |
| 0.3639 | 8.75 |
Estimation Period:
Apr 1, 2024 to Feb 6, 2026
Apr 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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