PGIM S&P 500 Max Buffer ETF - December Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
2.44%
decreased by 0.01%
1 Week
2.46%
increased by 0.01%
1 Month
2.50%
increased by 0.05%
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 | |
|---|---|---|
| 0.9939 | 3.14 | |
| 0.0658 | 0.94 | |
| 0.8392 | 5.08 | |
| -0.1426 | -0.07 |
Estimation Period:
Dec 2, 2025 to Jun 12, 2026
Dec 2, 2025 to Jun 12, 2026
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