PGIM S&P 500 Buffer 20 ETF - August GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.09% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 7.16 | |
| 0.0000 | 0.00 | |
| 0.8332 | 50.40 | |
| 0.3276 | 8.70 |
Estimation Period:
May 10, 2024 to Feb 6, 2026
May 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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