Allianzim US Equity Buff ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.75% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7351 | 4.94 | |
| 0.1133 | 2.15 | |
| 0.8284 | 11.24 | |
| -0.4641 | -0.77 |
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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