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	param	t-stat
$ω$	1.2579	5.80
$α$	0.0606	0.55
$β$	0.3436	0.30
$γ_{1}$	6.3093	0.77

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

Volatility Prediction for Thursday, February 12th, 2026:2.11% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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