AllianzIM US Equity Buffer10 May ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.62% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 8.71 | |
| 0.0122 | 1.55 | |
| 0.8306 | 97.32 | |
| 0.3053 | 9.13 |
Estimation Period:
May 1, 2023 to Jan 23, 2026
May 1, 2023 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other AllianzIM US Equity Buffer10 May ETF Analyses
Other GJR-GARCH Analyses on ETFs