PGIM S&P 500 Buffer 20 ETF - February GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.49% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 8.48 | |
| 0.0000 | 0.00 | |
| 0.8365 | 61.29 | |
| 0.3269 | 9.03 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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