PGIM S&P 500 Buffer 20 ETF - November GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.86% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 4.70 | |
| 0.0000 | 0.00 | |
| 0.8506 | 65.50 | |
| 0.2389 | 5.92 |
Estimation Period:
May 22, 2024 to Feb 13, 2026
May 22, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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