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	param	t-stat
$ω$	-0.6297	-27.49
$α$	-0.1977	-10.17
$β$	0.8441	81.24
$γ$	-0.4926	-23.04

V-Lab

Pgim S&P 500 MAX Bffr - July EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.82% (+0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim S&P 500 MAX Bffr - July Analyses