Pgim Na-100 BUF 12 ETF - APR MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.91% (+7.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6899 | 6,899,180.00 | |
| 0.0601 | 600,810.00 | |
| 0.5000 | 5,000,000.00 | |
| 10.0000 | 75.29 | |
| 0.7724 | 55.54 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pgim Na-100 BUF 12 ETF - APR Analyses
Other MF2-GARCH Analyses on ETFs