PGIM S&P 500 Buffer 20 ETF - August GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.52% (+1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1910 | 3.57 | |
| 0.1540 | 19.18 | |
| 0.9636 | 100.24 | |
| 3.7249 | 8.58 |
Estimation Period:
May 10, 2024 to Feb 6, 2026
May 10, 2024 to Feb 6, 2026
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