PGIM Portfolio Ballast ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.13% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3952 | 4.67 | |
| 0.0633 | 4.18 | |
| 0.9261 | 76.04 | |
| 5.6879 | 1.02 |
Estimation Period:
Dec 26, 2022 to Feb 6, 2026
Dec 26, 2022 to Feb 6, 2026
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