PGIM S&P 500 Max Buffer ETF - December Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
1.45%
unchanged at 0.00%
1 Week
1.45%
unchanged at 0.00%
1 Month
1.45%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.4953 | 2.99 | |
| 0.0000 | 0.00 | |
| 0.6854 | 1.34 | |
| -25.2916 | -3.45 |
Estimation Period:
Dec 2, 2025 to May 22, 2026
Dec 2, 2025 to May 22, 2026
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