Allianz Se MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.01% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0170 | 4.25 | |
| 0.8331 | 106.16 | |
| 0.1309 | 15.03 | |
| 0.0316 | 1.24 | |
| 0.0215 | 1.42 | |
| 0.9618 | 33.85 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
News Impact Curve
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