PGIM S&P 500 Max Buffer ETF - December AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.00%
increased by 0.05%
1 Week
2.13%
increased by 0.18%
1 Month
2.47%
increased by 0.52%
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 | |
|---|---|---|
| -0.0016 | -3.27 | |
| 0.0569 | 9.23 | |
| 0.8985 | 48.08 | |
| 0.2462 | 21.10 |
Estimation Period:
Dec 2, 2025 to May 22, 2026
Dec 2, 2025 to May 22, 2026
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