PGIM Laddered S&P 500 Buffer 20 ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.11% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 5.64 | |
| 0.1278 | 14.64 | |
| 0.8722 | 65.37 | |
| 1.0000 | 72.03 | |
| 0.7969 | 7.48 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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