Allianzim US EQ 15 Uncap DEC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.63% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0062 | -0.75 | |
| 0.1702 | 12.87 | |
| 0.6431 | 31.63 | |
| 0.7899 | 17.57 |
Estimation Period:
Dec 2, 2024 to Feb 6, 2026
Dec 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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