Allianz US Equity Buffer ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.62% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 6.76 | |
| 0.0000 | 0.00 | |
| 0.7806 | 32.65 | |
| 0.2313 | 3.36 |
Estimation Period:
Jan 2, 2025 to Feb 13, 2026
Jan 2, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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