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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5769	3.23***
α ARCH Response to squared shocks	0.0406	0.74
β GARCH Volatility persistence	0.7951	2.10**

γ₁	-27.1769	-3.79***
γ₂	34.6506	3.90***

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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