Pgim S&P 500 MX BUF Etf-June GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.40% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 3.42 | |
| 0.0000 | 0.00 | |
| 0.7154 | 12.41 | |
| 0.5691 | 4.97 |
Estimation Period:
Jun 3, 2025 to Feb 6, 2026
Jun 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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