PGIM S&P 500 Buffer 20 ETF - October GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.11% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1597 | 3.38 | |
| 0.1115 | 16.89 | |
| 0.9711 | 114.50 | |
| 3.7582 | 7.87 |
Estimation Period:
May 17, 2024 to Feb 6, 2026
May 17, 2024 to Feb 6, 2026
Other PGIM S&P 500 Buffer 20 ETF - October Analyses
Other GAS-GARCH Student T Analyses on ETFs