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	param	t-stat
$ω$	0.4251	2.28
$α$	0.2174	2.49
$β$	0.5686	3.85
$γ_{1}$	-12.0709	-0.68
$γ_{2}$	30.7266	1.15
$γ_{3}$	-44.2419	-2.76
$γ_{4}$	42.2838	3.41
$γ_{5}$	-21.7439	-2.83

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:10.89% (-1.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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