PGIM S&P 500 Buffer 20 ETF - January GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.61% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2179 | 4.33 | |
| 0.1827 | 29.02 | |
| 0.9827 | 282.72 | |
| 4.2104 | 11.33 |
Estimation Period:
Jan 2, 2024 to Feb 6, 2026
Jan 2, 2024 to Feb 6, 2026
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