Pgim Laddered NAS BUF 12 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.36% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 4.34 | |
| 0.0000 | 0.00 | |
| 0.8170 | 33.71 | |
| 0.3358 | 6.92 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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