Pgim S&P 500 MAX Bffr - July GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.63% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 7.18 | |
| 0.0000 | 0.00 | |
| 0.6754 | 24.49 | |
| 0.6493 | 6.81 |
Estimation Period:
Jul 1, 2025 to Feb 13, 2026
Jul 1, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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