PGIM S&P 500 Buffer 12 ETF - November GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.62% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3705 | 2.89 | |
| 0.1656 | 18.81 | |
| 0.9635 | 82.13 | |
| 3.5620 | 8.42 |
Estimation Period:
May 22, 2024 to Feb 6, 2026
May 22, 2024 to Feb 6, 2026
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