PGIM S&P 500 Buffer 12 ETF - May GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.02% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3886 | 3.97 | |
| 0.1751 | 29.40 | |
| 0.9832 | 272.12 | |
| 3.8601 | 11.73 |
Estimation Period:
May 1, 2024 to Feb 13, 2026
May 1, 2024 to Feb 13, 2026
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