AllianzIM US EQ Buffer20 Oct EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.84% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1042 | -10.25 | |
| 0.4835 | 20.07 | |
| 0.9364 | 204.73 | |
| -0.1745 | -12.12 |
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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