Allianzim US EQ Buffer20 Jan Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.38% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3384 | 2.70 | |
| 0.2422 | 5.09 | |
| 0.7577 | 15.92 | |
| -1.1128 | -2.81 | |
| 1.6737 | 2.65 |
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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