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	param	t-stat
$ω$	1.2296	3.04
$α$	0.2093	4.28
$β$	0.7901	16.08
$γ_{1}$	-0.6699	-1.66

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PGIM S&P 500 Buffer 20 ETF - January Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:5.99% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM S&P 500 Buffer 20 ETF - January Analyses