PGIM S&P 500 Buffer 20 ETF - October APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.77% (+2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 6.35 | |
| 0.1328 | 13.76 | |
| 0.8672 | 70.00 | |
| 1.0000 | 1,901.12 | |
| 0.5200 | 10.27 |
Estimation Period:
May 17, 2024 to Feb 6, 2026
May 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PGIM S&P 500 Buffer 20 ETF - October Analyses
Other APARCH Analyses on ETFs