AllianzIM US Equity Buffer10 Oct ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.61% (+4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6122 | 3.40 | |
| 0.2332 | 3.57 | |
| 0.5489 | 6.64 | |
| 0.4525 | 0.10 | |
| 8.1543 | 1.16 | |
| -15.2652 | -3.96 | |
| 6.5136 | 2.45 | |
| 1.2007 | 0.51 | |
| -4.3414 | -1.75 | |
| 12.5538 | 4.54 | |
| -17.8457 | -5.93 | |
| 11.1860 | 4.28 |
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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