Pgim Laddered NAS BUF 12 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.49% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3944 | 3.67 | |
| 0.1161 | 1.51 | |
| 0.0000 | 0.00 | |
| 221.9941 | 4.45 | |
| -398.3196 | -4.74 | |
| 254.0690 | 3.99 | |
| -95.0668 | -1.74 | |
| 66.1501 | 1.37 | |
| -130.2717 | -2.94 | |
| 225.7191 | 3.39 |
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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