Allianzim U.S. EQ Bfr100 PRO MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.29% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0053 | 52,730.00 | |
| 0.8416 | 8,416,030.00 | |
| 0.1393 | 1,393,460.00 | |
| 0.0120 | 120,180.00 | |
| 0.0710 | 709,910.00 | |
| 0.8940 | 8,939,530.00 |
Estimation Period:
Jul 1, 2025 to Feb 6, 2026
Jul 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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