PGIM S&P 500 Buffer 20 ETF - July APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.87% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 5.73 | |
| 0.1111 | 6.71 | |
| 0.8889 | 78.09 | |
| 1.0000 | 5.35 | |
| 1.0404 | 12.39 |
Estimation Period:
May 8, 2024 to Feb 6, 2026
May 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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