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	param	t-stat
$ω$	0.6198	1.95
$α$	0.2381	2.63
$β$	0.5693	3.48
$γ_{1}$	-30.3589	-1.93
$γ_{2}$	47.4170	2.12
$γ_{3}$	-28.7216	-1.43

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:10.75% (+4.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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