Pgim Na-100 BUF 12 ETF - APR GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.05% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 9.52 | |
| 0.6942 | 3.22 | |
| 0.4176 | 6.05 | |
| -0.2236 | -1.21 |
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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