AllianzIM US EQ Buffer20 May GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.68% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 7.93 | |
| 0.0149 | 1.81 | |
| 0.8131 | 109.15 | |
| 0.3440 | 7.80 |
Estimation Period:
May 1, 2023 to Feb 6, 2026
May 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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