Pgim S&P 500 MAX Bufer - MAR APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.56% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 2.42 | |
| 0.1292 | 0.31 | |
| 0.8708 | 41.79 | |
| 1.0000 | 0.20 | |
| 1.2804 | 6.70 |
Estimation Period:
Mar 3, 2025 to Feb 6, 2026
Mar 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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