Pgim Na-100 BUF 12 ETF - OCT Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.21% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3834 | 3.79 | |
| 0.0698 | 1.04 | |
| 0.0000 | 0.00 | |
| 214.0105 | 4.24 | |
| -390.8679 | -4.53 | |
| 257.0217 | 3.91 | |
| -94.7205 | -1.66 | |
| 67.4625 | 1.31 | |
| -130.9263 | -3.31 | |
| 175.5702 | 3.27 |
Estimation Period:
Jan 2, 2025 to Feb 13, 2026
Jan 2, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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