Pgim Nas-100 BU 12 ETF - JUL APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.27% (+4.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 6.68 | |
| 0.1646 | 12.35 | |
| 0.8354 | 40.78 | |
| 1.0000 | 43.76 | |
| 0.8506 | 8.33 |
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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