PGIM S&P 500 Buffer 20 ETF - February GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.27% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1526 | 4.66 | |
| 0.1451 | 30.10 | |
| 0.9838 | 311.13 | |
| 3.9886 | 13.57 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
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