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	param	t-stat
$m$	21
$α$	0.0000	0.01
$β$	0.2519	11.51
$γ$	0.1898	4.03
$λ_{1}$	0.0496	1.71
$λ_{2}$	0.4822	2.54
$λ_{3}$	0.5178	1.48

V-Lab

Pgim Na-100 BUF 12 ETF - OCT MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:11.90% (-2.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim Na-100 BUF 12 ETF - OCT Analyses