Pgim Nas-100 BU 12 ETF - JUL EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.58% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0276 | -1.49 | |
| 0.0733 | 3.64 | |
| 0.9541 | 70.53 | |
| -0.2758 | -25.01 |
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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