Allianzim US Equity Buff ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.72% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 6.73 | |
| 0.0000 | 0.00 | |
| 0.8532 | 52.60 | |
| 0.1900 | 5.10 |
Estimation Period:
Apr 1, 2024 to Feb 13, 2026
Apr 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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