PGIM S&P 500 Buffer 20 ETF - January APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.39% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 6.04 | |
| 0.1485 | 11.69 | |
| 0.8515 | 46.23 | |
| 1.0000 | 11.62 | |
| 0.9698 | 14.65 |
Estimation Period:
Jan 2, 2024 to Feb 6, 2026
Jan 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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