ALLIANZIM US EQ BUFFER20 APR GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.70% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 3.51 | |
| 0.0578 | 2.50 | |
| 0.7580 | 43.44 | |
| 0.2977 | 3.64 |
Estimation Period:
Jun 1, 2020 to Feb 13, 2026
Jun 1, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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