Allianzim U.S. EQ Bffr15 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.72% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7882 | 4.17 | |
| 0.2767 | 2.13 | |
| 0.4337 | 1.85 | |
| -1.8717 | -1.39 |
Estimation Period:
Jul 1, 2025 to Feb 6, 2026
Jul 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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