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	param	t-stat
$ω$	0.0167	12.43
$α$	0.0155	1.26
$β$	0.6361	35.68
$γ$	0.6863	5.94

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PGIM S&P 500 Buffer 20 ETF - December GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:6.08% (-0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM S&P 500 Buffer 20 ETF - December Analyses