PGIM S&P 500 Buffer 20 ETF - May GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.29% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3485 | 4.69 | |
| 0.1878 | 35.75 | |
| 0.9896 | 582.79 | |
| 3.7264 | 13.51 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
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