AllianzIM US Equity Buffer20 Nov ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.29% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0793 | -6.46 | |
| 0.4635 | 11.36 | |
| 0.9428 | 188.30 | |
| -0.2114 | -9.73 |
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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