AllianzIM US Equity Buffer20 Nov ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.16% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3969 | 2.53 | |
| 0.2945 | 2.73 | |
| 0.6091 | 6.35 | |
| 0.8544 | 0.20 | |
| -1.9086 | -0.30 | |
| 0.6120 | 0.13 | |
| 12.0482 | 2.36 | |
| -29.4972 | -5.38 | |
| 40.9517 | 5.33 |
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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