AllianzIM US EQ Buffer20 Oct Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.97% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8472 | 3.09 | |
| 0.2792 | 4.08 | |
| 0.6062 | 9.65 | |
| 0.6255 | 0.11 | |
| 7.5329 | 0.90 | |
| -14.2187 | -3.14 | |
| 4.8060 | 1.35 | |
| 4.3495 | 1.23 | |
| -8.0426 | -1.91 | |
| 16.1441 | 3.80 | |
| -23.7555 | -5.32 | |
| 23.7566 | 3.69 |
Estimation Period:
Oct 1, 2020 to Feb 13, 2026
Oct 1, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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