PGIM S&P 500 Buffer 12 ETF - August APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.71% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 7.45 | |
| 0.1261 | 9.58 | |
| 0.8739 | 50.09 | |
| 1.0000 | 1,602.55 | |
| 0.5000 | 7.56 |
Estimation Period:
May 10, 2024 to Feb 13, 2026
May 10, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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