Allianzim U.S. EQ Bfr100 PRO EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.31% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.3845 | -5.31 | |
| -0.1578 | -4.43 | |
| 0.6512 | 10.03 | |
| -0.1368 | -4.56 |
Estimation Period:
Jul 1, 2025 to Feb 6, 2026
Jul 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Allianzim U.S. EQ Bfr100 PRO Analyses
Other EGARCH Analyses on ETFs