Allianz US Equity Buffer ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.67% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4968 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9997 | 0.00 | |
| 165.0613 | 0.01 | |
| -302.8118 | -0.98 | |
| 211.0177 | 0.56 | |
| -88.6680 | -0.29 | |
| 53.9779 | 0.16 | |
| -111.3495 | -0.36 | |
| 161.5757 | 0.53 |
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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