PGIM S&P 500 Buffer 20 ETF - December GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.95% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1682 | 3.61 | |
| 0.1251 | 18.50 | |
| 0.9749 | 151.57 | |
| 4.1033 | 7.68 |
Estimation Period:
May 27, 2024 to Feb 13, 2026
May 27, 2024 to Feb 13, 2026
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