PGIM S&P 500 Buffer 12 ETF - December GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.59% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3826 | 4.07 | |
| 0.1415 | 24.15 | |
| 0.9749 | 168.58 | |
| 3.6521 | 13.28 |
Estimation Period:
May 27, 2024 to Feb 6, 2026
May 27, 2024 to Feb 6, 2026
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