Pgim Nas-100 BU 12 ETF - JUL AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.34% (+8.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0444 | -8.17 | |
| 0.1655 | 12.89 | |
| 0.7874 | 53.29 | |
| 0.7075 | 22.55 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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