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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0666	-7.49***
α ARCH Response to squared shocks	0.1223	9.84***
β GARCH Volatility persistence	0.9609	116.68***
γ leverage Additional response to negative shocks	-0.2359	-22.33***

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PGIM S&P 500 Buffer 20 ETF - February EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other PGIM S&P 500 Buffer 20 ETF - February Analyses