PGIM S&P 500 Buffer 20 ETF - June APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.44% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 4.31 | |
| 0.1280 | 0.89 | |
| 0.8694 | 60.22 | |
| 1.0000 | 0.58 | |
| 1.2436 | 10.91 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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