Pgim Na-100 BUF 12 ETF - OCT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.27% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0786 | 3.21 | |
| 0.1198 | 1.67 | |
| 0.5217 | 1.53 | |
| 103.4123 | 2.72 | |
| -221.7496 | -3.41 | |
| 186.4651 | 3.62 | |
| -57.7645 | -1.29 | |
| -30.2512 | -0.60 | |
| 23.4136 | 0.61 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pgim Na-100 BUF 12 ETF - OCT Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs