PGIM Laddered S&P 500 Buffer 12 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.96% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2667 | 3.35 | |
| 0.1380 | 11.13 | |
| 0.9455 | 58.75 | |
| 4.0101 | 4.69 |
Estimation Period:
Jun 13, 2024 to Feb 6, 2026
Jun 13, 2024 to Feb 6, 2026
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