Pgim Na-100 BUF 12 ETF - JAN AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.49% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0480 | -6.03 | |
| 0.1373 | 12.54 | |
| 0.8278 | 66.45 | |
| 0.7571 | 14.53 |
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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