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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6805	3.13***
α ARCH Response to squared shocks	0.0120	0.23
β GARCH Volatility persistence	0.8094	2.20**

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PGIM S&P 500 Max Buffer ETF - December 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