Pgim Na-100 BUF 12 ETF - OCT GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.34% (+4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 3.85 | |
| 0.0000 | 0.00 | |
| 0.8266 | 30.11 | |
| 0.2881 | 6.49 |
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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