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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.1587	-3.45***
α ARCH Response to squared shocks	-0.2236	-1.20
β GARCH Volatility persistence	0.9523	4,270.27***
γ leverage Additional response to negative shocks	-0.2165	-2.27**

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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