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	param	t-stat
$ω$	1.0651	3.76
$α$	0.1793	2.64
$β$	0.0000	0.00
$γ_{1}$	130.4503	3.05
$γ_{2}$	-221.1328	-3.37
$γ_{3}$	141.6436	3.30
$γ_{4}$	-69.9243	-1.88
$γ_{5}$	89.3692	2.70
$γ_{6}$	-207.0951	-5.77
$γ_{7}$	210.1027	5.05
$γ_{8}$	-56.6595	-1.31
$γ_{9}$	-70.9595	-1.43
$γ_{10}$	149.0033	2.73

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:5.82% (+0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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