Allianz Se Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.38% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3731 | 6.91 | |
| 0.1074 | 4.89 | |
| 0.7643 | 19.61 | |
| 0.5297 | 3.13 | |
| -0.9495 | -3.66 | |
| 0.7389 | 4.26 | |
| -0.3317 | -2.05 | |
| -0.1519 | -0.72 | |
| 0.2536 | 1.02 | |
| -0.0978 | -0.52 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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