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	param	t-stat
$ω$	0.6367	2.06
$α$	0.2296	2.49
$β$	0.5809	3.80
$γ_{1}$	-27.3131	-1.79
$γ_{2}$	40.4669	1.98
$γ_{3}$	-16.0083	-2.21

V-Lab

Pgim Nas-100 BU 12 ETF - JUL Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:11.81% (+3.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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