PGIM S&P 500 Buffer 12 ETF - March GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.79% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3188 | 3.33 | |
| 0.1629 | 14.52 | |
| 0.9597 | 85.37 | |
| 4.3148 | 5.28 |
Estimation Period:
Mar 1, 2024 to Feb 6, 2026
Mar 1, 2024 to Feb 6, 2026
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