Skip to main content
V-Lab

AllianzIM US EQ Buffer20 May Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.04% (-0.22%)
Analysis last updated: Wednesday, February 11, 2026 at 11:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of AllianzIM US EQ Buffer20 May S0GARCH
paramt-stat
ω1.40924.97
α0.19603.11
β0.52142.92
γ121.68502.59
γ2-46.3143-3.52
γ356.33235.60
γ4-56.7312-6.22
γ550.76934.60
γ6-56.8525-4.20
γ746.57434.12
γ8-15.7110-2.69
Estimation Period:
May 1, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts