Pgim Na-100 BUF 12 ETF - JAN GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.29% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 4.19 | |
| 0.2061 | 8.77 | |
| 0.7785 | 31.85 |
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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