The 8962 is only necessary and required if you have a 1095-A. So if you don't have a 1095-A then you have no need for the 8962.
Now my guess is that you are probably covered on your parent's plan, and they did receive a 1095-A with your name listed on it as a covered person under their plan. So basically you need their 1095-A. Then in the program you *MUST* indicate that you do have a 1095-A and work it through to enter all the data from that form, at which point the 8962 will be created and filled in by the program.
