PGIM S&P 500 Buffer 12 ETF - August GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.75% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3355 | 3.76 | |
| 0.1393 | 20.63 | |
| 0.9702 | 127.09 | |
| 3.8219 | 9.39 |
Estimation Period:
May 10, 2024 to Feb 13, 2026
May 10, 2024 to Feb 13, 2026
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