Pgim Na-100 BUF 12 ETF - APR EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.51% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1416 | -4.51 | |
| 0.8528 | 8.52 | |
| 0.8590 | 49.19 | |
| 0.0618 | 1.40 |
Estimation Period:
Jan 2, 2025 to Feb 13, 2026
Jan 2, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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