Pgim Laddered NAS BUF 12 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.67% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6793 | 2.98 | |
| 0.1771 | 16.65 | |
| 0.9689 | 116.89 | |
| 4.0273 | 5.04 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
Other Pgim Laddered NAS BUF 12 ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs