PGIM S&P 500 Buffer 20 ETF - September APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.84% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 5.75 | |
| 0.1165 | 9.74 | |
| 0.8835 | 48.41 | |
| 1.0000 | 105.46 | |
| 0.7312 | 9.42 |
Estimation Period:
May 15, 2024 to Feb 6, 2026
May 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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