Pgim S&P 500 MAX Bffr - July GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.20% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 7.40 | |
| 0.1748 | 1.65 | |
| 0.4848 | 5.66 | |
| 7.1702 | 0.50 |
Estimation Period:
Jul 1, 2025 to Feb 6, 2026
Jul 1, 2025 to Feb 6, 2026
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