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	param	t-stat
$ω$	-0.2375	-37.45
$α$	-0.1872	-0.44
$β$	0.9389	234,735.50
$γ$	-0.3318	-0.30

V-Lab

Pgim S&P 500 MX BF ETF - MAY EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.95% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim S&P 500 MX BF ETF - MAY Analyses