PGIM S&P 500 Buffer 12 ETF - December APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.30% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 7.92 | |
| 0.1310 | 14.15 | |
| 0.8690 | 65.87 | |
| 1.0000 | 1,652.88 | |
| 0.5087 | 8.57 |
Estimation Period:
May 27, 2024 to Feb 6, 2026
May 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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