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	param	t-stat
$ω$	1.1527	3.10
$α$	0.0000	0.00
$β$	0.8683	0.07
$γ_{1}$	1.6631	0.50

V-Lab

Pgim S&P 500 MAX B ETF - SEP Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.92% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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