Pgim S&P 500 MX BUF Etf-June GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.42% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 7.38 | |
| 0.1391 | 1.33 | |
| 0.3309 | 2.59 | |
| 5.3608 | 0.52 |
Estimation Period:
Jun 3, 2025 to Feb 13, 2026
Jun 3, 2025 to Feb 13, 2026
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