PGIM S&P 500 Buffer 20 ETF - November GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.12% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2139 | 3.55 | |
| 0.1435 | 27.99 | |
| 0.9785 | 173.93 | |
| 3.4339 | 14.50 |
Estimation Period:
May 22, 2024 to Feb 6, 2026
May 22, 2024 to Feb 6, 2026
Other PGIM S&P 500 Buffer 20 ETF - November Analyses
Other GAS-GARCH Student T Analyses on ETFs