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	param	t-stat
$ω$	0.4015	3.16
$α$	0.1613	1.89
$β$	0.0618	0.33
$γ_{1}$	142.0839	3.75
$γ_{2}$	-272.8275	-4.57
$γ_{3}$	198.7482	4.05
$γ_{4}$	-84.2289	-1.96
$γ_{5}$	58.8537	1.52
$γ_{6}$	-137.6376	-3.48
$γ_{7}$	135.4268	3.21
$γ_{8}$	-17.9434	-0.42
$γ_{9}$	-42.4744	-0.95
$γ_{10}$	26.7969	0.86

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:3.51% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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