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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0114	1.95*
α ARCH Response to squared shocks	0.0499	4.49***
β GARCH Volatility persistence	0.8608	12.41***
γ leverage Additional response to negative shocks	-1.0000	-2.85***
δ power Transformation power	0.9558	4.28***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PGIM S&P 500 Max Buffer ETF - December Analyses