PGIM S&P 500 Buffer 12 ETF - February APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.82% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 7.43 | |
| 0.1467 | 12.63 | |
| 0.8533 | 54.85 | |
| 0.9982 | 164.88 | |
| 0.5000 | 8.07 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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