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	param	t-stat
$ω$	-0.7583	-5.09
$α$	-0.0695	-2.47
$β$	0.8087	21.66
$γ$	-0.1688	-5.92

V-Lab

Pgim S&P 500 MAX B ETF - SEP EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.07% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pgim S&P 500 MAX B ETF - SEP Analyses