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{type} for {date}

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	param	t-stat
$ω$	2.7422	5.23
$α$	0.0370	1.03
$β$	0.0000	0.00
$γ_{1}$	4.2831	2.96
$γ_{2}$	-1.7131	-0.77
$γ_{3}$	-4.3918	-3.19

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PGIM Quant Solutions Strategic Alpha International Equity ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGIM Quant Solutions Strategic Alpha International Equity ETF Analyses