PGIM S&P 500 Buffer 20 ETF - May GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.10% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 6.21 | |
| 0.0000 | 0.00 | |
| 0.8068 | 70.85 | |
| 0.3865 | 7.60 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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