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	param	t-stat
$ω$	-0.0553	-3.98
$α$	0.1963	11.54
$β$	0.9559	120.80
$γ$	-0.2478	-14.56

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PGIM S&P 500 Buffer 12 ETF - May EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:4.78% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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