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{type} for {date}

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	param	t-stat
$m$	51
$α$	0.8213	8,213,060.00
$β$	0.0000	100.00
$γ$	0.3574	3,573,680.00
$λ_{1}$	0.3532	16.74
$λ_{2}$	0.9931	36.15
$λ_{3}$	0.0069	0.22

V-Lab

Pgim S&P 500 MAX B ETF - SEP MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:0.20% (-1.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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