AllianzIM US Equity Buffer10 Nov ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.48% (+3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 6.91 | |
| 0.0569 | 3.49 | |
| 0.8329 | 56.41 | |
| 0.2203 | 5.84 |
Estimation Period:
Nov 1, 2022 to Feb 6, 2026
Nov 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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