AllianzIM US Equity Buffer10 Nov ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.25% (+3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7196 | 2.97 | |
| 0.2934 | 2.45 | |
| 0.4180 | 3.27 | |
| -2.9369 | -0.40 | |
| 7.8399 | 0.72 | |
| -13.1037 | -1.54 | |
| 9.1040 | 1.05 | |
| 5.1613 | 0.55 | |
| 11.3039 | 1.05 | |
| -48.9581 | -5.00 | |
| 49.4337 | 6.04 | |
| -21.8893 | -3.50 |
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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