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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5686	4.23***
α ARCH Response to squared shocks	0.0344	0.61
β GARCH Volatility persistence	0.7237	1.29

γ₁	-22.4557	-4.10***
γ₂	28.7914	4.16***

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PGIM S&P 500 Max Buffer ETF - December Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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