Pgim S&P 500 MAX BUF ETF FEB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.30% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 5.56 | |
| 0.0000 | 0.00 | |
| 0.8607 | 58.09 | |
| 0.2786 | 6.65 |
Estimation Period:
Feb 3, 2025 to Feb 6, 2026
Feb 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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