Pgim Nas-100 BU 12 ETF - JUL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.11% (+2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5601 | 2.67 | |
| 0.1637 | 8.49 | |
| 0.9361 | 46.89 | |
| 4.0619 | 3.06 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
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