PGIM S&P 500 Buffer 20 ETF - September GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.64% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0049 | 8.35 | |
| 0.0000 | 0.00 | |
| 0.8494 | 51.15 | |
| 0.2613 | 7.36 |
Estimation Period:
May 15, 2024 to Feb 6, 2026
May 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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