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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0009	1.39
α ARCH Response to squared shocks	0.0658	1.58
β GARCH Volatility persistence	0.8491	10.23***
γ leverage Additional response to negative shocks	-0.0658	-1.05

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PGIM S&P 500 Max Buffer ETF - December Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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