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	param	t-stat
$ω$	0.0079	7.75
$α$	0.0000	0.00
$β$	0.8220	53.12
$γ$	0.3561	10.33

V-Lab

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

Volatility Prediction for Tuesday, February 17th, 2026:13.88% (-1.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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