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	param	t-stat
$ω$	1.0516	3.40
$α$	0.2671	3.43
$β$	0.7320	9.29
$γ_{1}$	-5.7595	-2.01
$γ_{2}$	6.3791	1.86

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PGIM S&P 500 Buffer 12 ETF - August Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:8.46% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM S&P 500 Buffer 12 ETF - August Analyses