Allianz SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.81% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4554 | 5.07 | |
| 0.0947 | 9.88 | |
| 0.8760 | 80.22 | |
| 0.0791 | 4.30 | |
| -0.1259 | -4.30 | |
| 0.0713 | 3.58 | |
| -0.0396 | -2.54 | |
| 0.0286 | 1.96 | |
| -0.0181 | -1.72 |
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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