Pgim Na-100 BUF 12 ETF - OCT GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.00% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 4.38 | |
| 0.2056 | 7.96 | |
| 0.7760 | 28.73 |
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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