Pgim S&P 500 MAX BUF ETF FEB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.69% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 3.84 | |
| 0.1124 | 14.42 | |
| 0.9849 | 238.36 | |
| 6.0025 | 3.22 |
Estimation Period:
Feb 3, 2025 to Feb 13, 2026
Feb 3, 2025 to Feb 13, 2026
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