PGIM S&P 500 Max Buffer ETF - December MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
1.75%
decreased by 0.41%
1 Week
1.70%
decreased by 0.46%
1 Month
1.64%
decreased by 0.52%
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 | |
|---|---|---|
| 21 | ||
| 0.1671 | 1,671,300.00 | |
| 0.3545 | 3,545,450.00 | |
| 0.4754 | 4,753,970.00 | |
| 0.0104 | 103,510.00 | |
| 0.0000 | 120.00 | |
| 0.0003 | 2,650.00 |
Estimation Period:
Dec 2, 2025 to Jun 12, 2026
Dec 2, 2025 to Jun 12, 2026
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