PGIM S&P 500 Max Buffer ETF - December GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.22%
decreased by 0.02%
1 Week
2.29%
increased by 0.05%
1 Month
2.45%
increased by 0.21%
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 | |
|---|---|---|
| 0.0024 | 4.07 | |
| 0.0647 | 4.16 | |
| 0.8469 | 31.34 |
Estimation Period:
Dec 2, 2025 to May 22, 2026
Dec 2, 2025 to May 22, 2026
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