Allianzim US EQ Buffer15 OCT Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.87% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9812 | 5.17 | |
| 0.1078 | 1.03 | |
| 0.6857 | 4.03 | |
| -0.4905 | -0.69 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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