Pgim Na-100 BUF 12 ETF - JAN EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.84% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0122 | -1.78 | |
| -0.1388 | -4.46 | |
| 0.9706 | 142.65 | |
| -0.2889 | -17.65 |
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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