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	param	t-stat
$ω$	1.1130	3.13
$α$	0.1572	2.08
$β$	0.4192	1.47
$γ_{1}$	121.8351	2.48
$γ_{2}$	-202.0145	-2.69
$γ_{3}$	124.2967	2.51
$γ_{4}$	-64.5232	-1.47
$γ_{5}$	97.5810	2.61
$γ_{6}$	-219.8738	-5.88
$γ_{7}$	223.7063	5.01
$γ_{8}$	-80.2266	-1.70
$γ_{9}$	-17.9687	-0.33
$γ_{10}$	27.5014	0.63

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:4.60% (+1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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