PGIM S&P 500 Buffer 12 ETF - April GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:4.63% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6257 | 7.11 | |
| 0.1427 | 32.93 | |
| 0.9943 | 1,309.96 | |
| 4.1824 | 17.22 |
Estimation Period:
Apr 1, 2024 to Feb 13, 2026
Apr 1, 2024 to Feb 13, 2026
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