AllianzIM US EQ Buffer20 Oct GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.09% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 13.17 | |
| 0.0894 | 5.83 | |
| 0.7826 | 67.77 | |
| 0.2560 | 7.88 |
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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