AllianzIM US Equity Buffer10 May ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:4.93% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0439 | -5.06 | |
| 0.2080 | 12.98 | |
| 0.9568 | 217.01 | |
| -0.1849 | -16.22 |
Estimation Period:
May 1, 2023 to Jan 23, 2026
May 1, 2023 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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