PGIM S&P 500 Buffer 20 ETF - November APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.78% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 4.80 | |
| 0.1309 | 13.25 | |
| 0.8567 | 38.42 | |
| 1.0000 | 72.28 | |
| 0.7917 | 8.12 |
Estimation Period:
May 22, 2024 to Feb 6, 2026
May 22, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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