Allianz SE GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.91% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 19.39 | |
| 0.0321 | 13.96 | |
| 0.9097 | 511.36 | |
| 0.0882 | 15.75 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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