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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5558	3.22***
α ARCH Response to squared shocks	0.0185	0.38
β GARCH Volatility persistence	0.7702	1.83*

γ₁	-26.2403	-3.61***
γ₂	33.4861	3.84***

V-Lab

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