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	param	t-stat
$ω$	0.0126	8.57
$α$	0.0000	0.00
$β$	0.8299	47.98
$γ$	0.3013	7.09

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:9.39% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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