Pgim Nas-100 BU 12 ETF - JUL GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.47% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 7.06 | |
| 0.2359 | 8.82 | |
| 0.6971 | 28.25 |
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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