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	param	t-stat
$ω$	0.8919	2.97
$α$	0.2019	2.40
$β$	0.4614	2.22
$γ_{1}$	-3.5858	-0.23
$γ_{2}$	22.1751	1.00
$γ_{3}$	-57.9807	-3.10
$γ_{4}$	111.0741	4.01
$γ_{5}$	-137.7073	-4.51
$γ_{6}$	89.6344	3.73
$γ_{7}$	-25.7978	-1.15
$γ_{8}$	2.9479	0.17

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:10.86% (+3.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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