PGIM S&P 500 Buffer 20 ETF - June GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.22% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1518 | 3.56 | |
| 0.1349 | 19.73 | |
| 0.9701 | 122.74 | |
| 4.0809 | 6.51 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
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