PGIM S&P 500 Buffer 20 ETF - April GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.49% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3731 | 6.57 | |
| 0.1633 | 36.06 | |
| 0.9926 | 982.73 | |
| 3.7139 | 22.41 |
Estimation Period:
Apr 1, 2024 to Feb 6, 2026
Apr 1, 2024 to Feb 6, 2026
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