Pgim Na-100 BUF 12 ETF - JAN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.58% (+3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0605 | 3.53 | |
| 0.1704 | 20.89 | |
| 0.9790 | 207.98 | |
| 3.8333 | 7.66 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
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