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	param	t-stat
$m$	21
$α$	0.0000	0.00
$β$	0.5109	34.08
$γ$	0.5000	86.67
$λ_{1}$	0.0867	5.30
$λ_{2}$	0.4255	13.23
$λ_{3}$	0.5745	15.57

V-Lab

Pgim Na-100 BUF 12 ETF - JAN MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:17.46% (+7.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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