AllianzIM US EQ Buffer20 May Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.04% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4092 | 4.97 | |
| 0.1960 | 3.11 | |
| 0.5214 | 2.92 | |
| 21.6850 | 2.59 | |
| -46.3143 | -3.52 | |
| 56.3323 | 5.60 | |
| -56.7312 | -6.22 | |
| 50.7693 | 4.60 | |
| -56.8525 | -4.20 | |
| 46.5743 | 4.12 | |
| -15.7110 | -2.69 |
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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