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	param	t-stat
$ω$	0.0036	4.89
$α$	0.0000	0.00
$β$	0.8497	47.39
$γ$	0.3006	8.16

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

Volatility Prediction for Wednesday, February 11th, 2026:3.79% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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