AllianzIM US Equity Buffer20 Nov ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:6.06% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 10.25 | |
| 0.0707 | 4.30 | |
| 0.8009 | 59.67 | |
| 0.2568 | 8.23 |
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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