Pgim S&P 500 MAX Bufer - MAR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.92% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1019 | 6.05 | |
| 0.1040 | 17.37 | |
| 0.9959 | 1,132.95 | |
| 3.8112 | 7.78 |
Estimation Period:
Mar 3, 2025 to Feb 6, 2026
Mar 3, 2025 to Feb 6, 2026
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