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	param	t-stat
$ω$	0.6366	1.89
$α$	0.2190	2.64
$β$	0.5934	3.84
$γ_{1}$	-34.4541	-2.10
$γ_{2}$	52.2599	2.36
$γ_{3}$	-21.7378	-2.59

V-Lab

Pgim Na-100 BUF 12 ETF - JAN Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:12.36% (+3.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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