Allianzim U.S. EQ Bufr15 MAR Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:8.70% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1490 | 5.47 | |
| 0.0676 | 0.86 | |
| 0.0000 | 0.00 | |
| -53.4005 | -2.33 | |
| 99.2544 | 2.73 | |
| -60.4985 | -2.59 | |
| 4.3383 | 0.15 |
Estimation Period:
Mar 3, 2025 to Jan 30, 2026
Mar 3, 2025 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Allianzim U.S. EQ Bufr15 MAR Analyses
Other Spline-GARCH Analyses on ETFs