PGIM S&P 500 Max Buffer ETF - December GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
1.88%
decreased by 0.02%
1 Week
2.00%
increased by 0.10%
1 Month
2.34%
increased by 0.44%
Analysis last updated: Saturday, May 23, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 2.58 | |
| 0.0000 | 0.00 | |
| 0.8780 | 33.00 | |
| 0.1742 | 3.33 |
Estimation Period:
Dec 2, 2025 to May 22, 2026
Dec 2, 2025 to May 22, 2026
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