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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0213	3.51***
α ARCH Response to squared shocks	0.0978	2.17**
β GARCH Volatility persistence	0.8869	33.04***
ν DF Student-t tail thickness	5.7704	0.76

V-Lab

PGIM S&P 500 Max Buffer ETF - December GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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