PGIM S&P 500 Buffer 12 ETF - October GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.79% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3319 | 3.15 | |
| 0.1273 | 14.10 | |
| 0.9564 | 72.34 | |
| 3.4716 | 7.21 |
Estimation Period:
May 17, 2024 to Feb 13, 2026
May 17, 2024 to Feb 13, 2026
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