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	param	t-stat
$ω$	1.0526	3.03
$α$	0.1937	2.96
$β$	0.5994	4.54
$γ_{1}$	-7.1106	-0.42
$γ_{2}$	28.5516	1.09
$γ_{3}$	-58.9106	-2.76
$γ_{4}$	102.9726	4.72
$γ_{5}$	-123.7183	-6.27
$γ_{6}$	71.8980	3.71
$γ_{7}$	-4.0062	-0.16
$γ_{8}$	-14.5457	-0.75

V-Lab

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

Volatility Prediction for Tuesday, February 17th, 2026:10.57% (-1.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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