PGIM Laddered S&P 500 Buffer 20 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.78% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0041 | 7.96 | |
| 0.0000 | 0.00 | |
| 0.8458 | 75.05 | |
| 0.2900 | 8.44 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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