PGIM S&P 500 Buffer 20 ETF - September GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.30% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1329 | 3.40 | |
| 0.1186 | 11.66 | |
| 0.9485 | 64.46 | |
| 3.6184 | 5.70 |
Estimation Period:
May 15, 2024 to Feb 6, 2026
May 15, 2024 to Feb 6, 2026
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