Pgim Na-100 BUF 12 ETF - OCT AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.62% (+7.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0472 | -5.90 | |
| 0.1385 | 12.35 | |
| 0.8263 | 68.13 | |
| 0.7644 | 15.50 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pgim Na-100 BUF 12 ETF - OCT Analyses
Other AGARCH Analyses on ETFs