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	param	t-stat
$ω$	-0.0427	-3.46
$α$	0.1023	9.50
$β$	0.9526	76.54
$γ$	-0.2511	-18.61

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PGIM S&P 500 Buffer 12 ETF - December EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:9.73% (-1.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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