PGIM S&P 500 Buffer 20 ETF - May APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.43% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 4.12 | |
| 0.1315 | 0.04 | |
| 0.8336 | 53.35 | |
| 1.0000 | 0.03 | |
| 1.5322 | 8.23 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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