Pgim Na-100 BUF 12 ETF - JAN GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.56% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 3.73 | |
| 0.0000 | 0.00 | |
| 0.8329 | 32.20 | |
| 0.2963 | 6.43 |
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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