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	param	t-stat
$ω$	0.9615	2.88
$α$	0.0000	0.00
$β$	0.9311	4.89
$γ_{1}$	-0.0650	-0.04

V-Lab

Pgim S&P 500 MAX Bffr - July Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.75% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim S&P 500 MAX Bffr - July Analyses