Allianzim US EQ Buf15 UC AUG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:11.32% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 7.60 | |
| 0.0000 | 0.00 | |
| 0.7688 | 37.21 | |
| 0.1870 | 3.30 |
Estimation Period:
Aug 1, 2024 to Feb 13, 2026
Aug 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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