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	param	t-stat
$ω$	1.0003	3.34
$α$	0.2244	2.97
$β$	0.5494	4.31
$γ_{1}$	-11.6034	-0.46
$γ_{2}$	34.0345	0.82
$γ_{3}$	-49.3338	-1.49
$γ_{4}$	43.9869	1.61
$γ_{5}$	22.2427	0.83
$γ_{6}$	-114.8460	-3.83
$γ_{7}$	121.5303	3.85
$γ_{8}$	-76.9117	-2.62
$γ_{9}$	97.7235	3.12

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

Volatility Prediction for Wednesday, February 11th, 2026:9.05% (-0.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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