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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.5000	46.62
$β$	0.0000	0.00
$γ$	-0.5000	-37.71
$λ_{1}$	0.0113	1.91
$λ_{2}$	1.0000	5.28
$λ_{3}$	0.0000	0.00

V-Lab

Pgim S&P 500 MA BU ETF - JAN MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:2.73% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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