Allianzim US EQ Buffer20 Dec Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.17% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3149 | 3.62 | |
| 0.2154 | 2.43 | |
| 0.5713 | 5.24 | |
| -9.3199 | -1.25 | |
| 21.5474 | 1.95 | |
| -26.5389 | -3.09 | |
| 19.5384 | 2.00 | |
| -8.1153 | -0.72 | |
| 26.5455 | 2.73 | |
| -52.6753 | -5.97 | |
| 42.1039 | 4.86 | |
| -15.3411 | -2.52 |
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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