PGIM S&P 500 Max Buffer ETF - December Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.14%
unchanged at 0.00%
1 Week
2.15%
increased by 0.01%
1 Month
2.18%
increased by 0.04%
Analysis last updated: Saturday, May 23, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.10 | |
| 0.0125 | 0.20 | |
| 0.9937 | 11.70 | |
| -0.0125 | -0.25 |
Estimation Period:
Dec 2, 2025 to May 22, 2026
Dec 2, 2025 to May 22, 2026
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