Allianzim U.S. EQ Bffr15 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.06% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 10.82 | |
| 0.0000 | 0.00 | |
| 0.5619 | 17.72 | |
| 0.8762 | 5.39 |
Estimation Period:
Jul 1, 2025 to Feb 13, 2026
Jul 1, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Allianzim U.S. EQ Bffr15 ETF Analyses
Other GJR-GARCH Analyses on ETFs