Allianz Se Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.32% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3792 | 6.92 | |
| 0.1087 | 4.93 | |
| 0.7616 | 19.43 | |
| 0.5356 | 3.16 | |
| -0.9598 | -3.70 | |
| 0.7490 | 4.32 | |
| -0.3477 | -2.14 | |
| -0.1184 | -0.54 | |
| 0.1745 | 0.64 | |
| 0.1116 | 0.36 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
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