Allianzim U.S. EQ Bufr15 MAR GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.86% (+7.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0682 | 9.22 | |
| 0.0000 | 0.00 | |
| 0.7191 | 30.82 | |
| 0.3280 | 4.80 |
Estimation Period:
Mar 3, 2025 to Feb 6, 2026
Mar 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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