Pgim Nas-100 BU 12 ETF - JUL MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.20% (+8.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.03 | |
| 0.0709 | 11.98 | |
| 0.4298 | 28.28 | |
| 0.0394 | 2.47 | |
| 1.0000 | 3.33 | |
| 0.0000 | 0.00 |
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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