Allianzim US Equity Buff ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.41% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.6772 | 30.53 | |
| 0.3859 | 21.02 | |
| 0.0878 | 0.25 | |
| 0.0609 | 0.27 | |
| 0.8053 | 1.06 |
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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