PGIM S&P 500 Buffer 20 ETF - July GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.63% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1472 | 3.64 | |
| 0.1260 | 15.84 | |
| 0.9673 | 117.01 | |
| 3.8547 | 7.65 |
Estimation Period:
May 8, 2024 to Feb 6, 2026
May 8, 2024 to Feb 6, 2026
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