PGIM S&P 500 Max Buffer ETF - December GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
2.45%
decreased by 0.08%
1 Week
2.51%
decreased by 0.02%
1 Month
2.66%
increased by 0.13%
Analysis last updated: Saturday, June 13, 2026 at 02:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 3.36 | |
| 0.0000 | 0.00 | |
| 0.8816 | 35.08 | |
| 0.1642 | 4.21 |
Estimation Period:
Dec 2, 2025 to Jun 12, 2026
Dec 2, 2025 to Jun 12, 2026
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