PGIM S&P 500 Max Buffer ETF - December EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
1.54%
increased by 0.01%
1 Week
1.65%
increased by 0.12%
1 Month
2.02%
increased by 0.49%
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 | |
|---|---|---|
| -0.1571 | -12.30 | |
| -0.2601 | -3.70 | |
| 0.9517 | 4,137.80 | |
| -0.1584 | -2.85 |
Estimation Period:
Dec 2, 2025 to May 22, 2026
Dec 2, 2025 to May 22, 2026
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