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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.5347	44.87
$γ$	0.5000	43.63
$λ_{1}$	0.0362	0.28
$λ_{2}$	0.0717	0.27
$λ_{3}$	0.5985	0.40

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PGIM S&P 500 Buffer 20 ETF - August MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:5.35% (-1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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