PGIM S&P 500 Max Buffer ETF - December APARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
1.91%
decreased by 0.04%
1 Week
2.03%
increased by 0.08%
1 Month
2.37%
increased by 0.42%
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 | |
|---|---|---|
| 0.0048 | 1.77 | |
| 0.0602 | 0.05 | |
| 0.8922 | 27.31 | |
| 1.0000 | 0.04 | |
| 1.3676 | 6.11 |
Estimation Period:
Dec 2, 2025 to May 22, 2026
Dec 2, 2025 to May 22, 2026
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