PGIM S&P 500 Buffer 12 ETF - February GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.58% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3681 | 4.67 | |
| 0.1593 | 29.92 | |
| 0.9842 | 329.95 | |
| 4.1766 | 11.49 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
Other PGIM S&P 500 Buffer 12 ETF - February Analyses
Other GAS-GARCH Student T Analyses on ETFs