Pgim Nas-100 BU 12 ETF - JUL GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.09% (+4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 5.41 | |
| 0.0000 | 0.00 | |
| 0.7879 | 33.04 | |
| 0.3545 | 5.57 |
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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