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AllianzIM US EQ Buffer20 Oct Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.97% (-1.15%)
Analysis last updated: Friday, February 13, 2026 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of AllianzIM US EQ Buffer20 Oct SGARCH
paramt-stat
ω1.84723.09
α0.27924.08
β0.60629.65
γ10.62550.11
γ27.53290.90
γ3-14.2187-3.14
γ44.80601.35
γ54.34951.23
γ6-8.0426-1.91
γ716.14413.80
γ8-23.7555-5.32
γ923.75663.69
Estimation Period:
Oct 1, 2020 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts