Allianz US Equity Buffer ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.10% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3930 | 3.76 | |
| 0.0204 | 0.35 | |
| 0.0000 | 0.00 | |
| 163.0947 | 3.30 | |
| -297.1751 | -3.65 | |
| 202.2302 | 3.42 | |
| -75.6903 | -1.59 | |
| 32.4483 | 0.82 | |
| -68.9899 | -2.06 | |
| 63.1789 | 2.26 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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