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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0082	5.79***
α ARCH Response to squared shocks	0.0936	2.93***
β GARCH Volatility persistence	0.0000	0.00

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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