PGIM S&P 500 Buffer 12 ETF - January GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.05% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5256 | 4.87 | |
| 0.1628 | 36.06 | |
| 0.9863 | 385.72 | |
| 3.5887 | 19.65 |
Estimation Period:
Jan 2, 2024 to Feb 13, 2026
Jan 2, 2024 to Feb 13, 2026
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