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	param	t-stat
$ω$	1.4219	3.85
$α$	0.0975	1.41
$β$	0.0562	0.10
$γ_{1}$	206.9752	4.04
$γ_{2}$	-380.6940	-4.36
$γ_{3}$	255.9798	3.83
$γ_{4}$	-102.9982	-1.82
$γ_{5}$	64.0334	1.32
$γ_{6}$	-110.9311	-2.35
$γ_{7}$	230.6164	3.42

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:28.92% (+0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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