AllianzIM US Equity Buffer10 Nov ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.03% (+2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1063 | 3.35 | |
| 0.2633 | 2.49 | |
| 0.5460 | 5.18 | |
| 3.9281 | 1.13 | |
| -8.2210 | -1.58 | |
| 5.6503 | 1.45 | |
| 9.4933 | 2.28 | |
| -27.0266 | -5.83 | |
| 33.7921 | 4.80 |
Estimation Period:
Nov 1, 2022 to Feb 6, 2026
Nov 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AllianzIM US Equity Buffer10 Nov ETF Analyses
Other Spline-GARCH Analyses on ETFs