Pgim Na-100 BUF 12 ETF - OCT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.58% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9722 | 3.96 | |
| 0.1415 | 22.95 | |
| 0.9832 | 296.24 | |
| 3.7584 | 9.46 |
Estimation Period:
Jan 2, 2025 to Feb 13, 2026
Jan 2, 2025 to Feb 13, 2026
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