Allianzim US EQ Buffer15 OCT GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.78% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 7.23 | |
| 0.0000 | 0.00 | |
| 0.7338 | 28.97 | |
| 0.2213 | 2.76 |
Estimation Period:
Oct 1, 2024 to Feb 13, 2026
Oct 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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