Allianz SE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.94% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4806 | 5.19 | |
| 0.0948 | 9.97 | |
| 0.8755 | 78.87 | |
| 0.0823 | 4.52 | |
| -0.1319 | -4.52 | |
| 0.0780 | 3.91 | |
| -0.0511 | -3.14 | |
| 0.0507 | 2.51 | |
| -0.0708 | -1.76 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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