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	param	t-stat
$ω$	1.5511	3.17
$α$	0.0721	1.11
$β$	0.0000	0.00
$γ_{1}$	186.7528	4.26
$γ_{2}$	-318.1334	-4.54
$γ_{3}$	181.0428	3.31
$γ_{4}$	-68.8117	-1.47
$γ_{5}$	70.6114	1.66
$γ_{6}$	-143.1126	-3.29
$γ_{7}$	279.4983	5.21

V-Lab

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

Volatility Prediction for Tuesday, February 17th, 2026:6.78% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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