PGIM S&P 500 Buffer 20 ETF - January GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.60% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 7.88 | |
| 0.0000 | 0.00 | |
| 0.8158 | 50.78 | |
| 0.3580 | 9.28 |
Estimation Period:
Jan 2, 2024 to Feb 6, 2026
Jan 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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