PGIM S&P 500 Max Buffer ETF - December GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.05%
decreased by 0.03%
1 Week
2.13%
increased by 0.05%
1 Month
2.31%
increased by 0.23%
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 | |
|---|---|---|
| 0.0246 | 2.67 | |
| 0.0780 | 1.57 | |
| 0.9024 | 30.87 | |
| 5.4582 | 0.58 |
Estimation Period:
Dec 2, 2025 to May 22, 2026
Dec 2, 2025 to May 22, 2026
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