Pgim Na-100 BUF 12 ETF - APR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.28% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4714 | 2.74 | |
| 0.2858 | 21.53 | |
| 0.9528 | 62.77 | |
| 3.1507 | 11.86 |
Estimation Period:
Jan 2, 2025 to Feb 13, 2026
Jan 2, 2025 to Feb 13, 2026
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