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	param	t-stat
$ω$	0.0038	9.21
$α$	0.0000	0.00
$β$	0.8757	72.59
$γ$	0.2409	10.05

V-Lab

PGIM S&P 500 Buffer 20 ETF - July GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:4.14% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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