Pgim Na-100 BUF 12 ETF - OCT EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.55% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0079 | -0.96 | |
| -0.1237 | -4.48 | |
| 0.9771 | 196.52 | |
| -0.2161 | -12.69 |
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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