PGIM S&P 500 Buffer 20 ETF - March GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.94% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1982 | 2.91 | |
| 0.1787 | 20.97 | |
| 0.9699 | 101.02 | |
| 3.8219 | 8.84 |
Estimation Period:
Mar 1, 2024 to Feb 13, 2026
Mar 1, 2024 to Feb 13, 2026
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