PGIM S&P 500 Max Buffer ETF - December GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
2.55%
increased by 0.03%
1 Week
2.54%
increased by 0.02%
1 Month
2.52%
increased by 0.00%
Analysis last updated: Saturday, June 13, 2026 at 02:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 2.66 | |
| 0.0854 | 1.87 | |
| 0.9030 | 31.04 | |
| 5.1196 | 0.73 |
Estimation Period:
Dec 2, 2025 to Jun 12, 2026
Dec 2, 2025 to Jun 12, 2026
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