Allianz SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.36% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 11.35 | |
| 0.1405 | 33.45 | |
| 0.9817 | 1,119.36 | |
| -0.0729 | -22.04 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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