Allianzim US EQ Buffer20 Dec GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.26% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 12.01 | |
| 0.0139 | 2.60 | |
| 0.8711 | 126.91 | |
| 0.2299 | 8.98 |
Estimation Period:
Dec 1, 2022 to Feb 6, 2026
Dec 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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