Allianz Se EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.13% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 6.00 | |
| 0.1382 | 16.65 | |
| 0.9381 | 169.30 | |
| -0.1033 | -12.37 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
News Impact Curve
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