Pgim Na-100 BUF 12 ETF - APR Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.53% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4350 | 3.42 | |
| 0.2335 | 2.46 | |
| 0.0848 | 0.41 | |
| 251.5215 | 5.08 | |
| -425.2983 | -5.18 | |
| 234.0941 | 3.29 | |
| -77.6903 | -1.06 | |
| 76.5017 | 1.29 | |
| -160.0469 | -3.27 | |
| 261.6320 | 3.60 |
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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