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	param	t-stat
$ω$	1.0130	4.26
$α$	0.1461	1.69
$β$	0.5586	2.42
$γ_{1}$	213.1234	4.95
$γ_{2}$	-319.5182	-4.31
$γ_{3}$	144.2871	2.36
$γ_{4}$	-42.7961	-0.72
$γ_{5}$	31.5143	0.58
$γ_{6}$	-106.9541	-2.49
$γ_{7}$	134.4189	3.00
$γ_{8}$	-47.8059	-1.10
$γ_{9}$	-45.2965	-0.85
$γ_{10}$	142.9117	1.79

V-Lab

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

Volatility Prediction for Tuesday, February 17th, 2026:14.16% (-0.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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