PGIM Laddered S&P 500 Buffer 20 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.42% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1340 | 2.95 | |
| 0.1344 | 10.49 | |
| 0.9515 | 58.86 | |
| 4.0590 | 3.97 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
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