Pgim S&P 500 MAX Bufer - MAR GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.63% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 2.73 | |
| 0.0000 | 0.00 | |
| 0.9014 | 50.08 | |
| 0.1972 | 5.34 |
Estimation Period:
Mar 3, 2025 to Feb 6, 2026
Mar 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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