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Allianzim US EQ Buffer20 Dec Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.17% (+2.18%)
Analysis last updated: Friday, February 6, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Allianzim US EQ Buffer20 Dec S0GARCH
paramt-stat
ω1.31493.62
α0.21542.43
β0.57135.24
γ1-9.3199-1.25
γ221.54741.95
γ3-26.5389-3.09
γ419.53842.00
γ5-8.1153-0.72
γ626.54552.73
γ7-52.6753-5.97
γ842.10394.86
γ9-15.3411-2.52
Estimation Period:
Dec 1, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts