AllianzIM US Equity Buffer10 Oct ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.75% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 9.04 | |
| 0.0318 | 2.40 | |
| 0.8372 | 73.09 | |
| 0.2619 | 11.44 |
Estimation Period:
Oct 1, 2020 to Feb 6, 2026
Oct 1, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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