Allianzim US EQ Buffer20 Jan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.78% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1264 | 3.68 | |
| 0.2403 | 6.54 | |
| 0.7232 | 17.25 | |
| 5.6043 | 5.85 | |
| -8.7211 | -5.90 | |
| 3.8645 | 3.35 | |
| 0.0124 | 0.01 | |
| -1.2443 | -1.55 |
Estimation Period:
Jan 4, 2021 to Feb 13, 2026
Jan 4, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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